+20,037.3%
ADBE vs HD
+34,230.8%
-14,193.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -1.9% |
| 7D | -4.4% | +4.3% | -8.7% | -6.6% |
| 30D | +2.8% | +20.2% | -17.4% | -6.7% |
| 3M | -8.0% | -1.0% | -7.0% | -7.9% |
| 6M | -4.3% | +7.9% | -12.3% | -9.0% |
| YTD | -31.6% | +2.0% | -33.6% | -33.6% |
| 1Y | -26.9% | -4.3% | -22.6% | -26.8% |
| 3Y | -57.7% | +25.9% | -83.6% | -63.9% |
| 5Y | -63.9% | +5.8% | -69.7% | -66.2% |
| 10Y | +125.3% | +262.5% | -137.2% | +11.1% |
| All | +20,037.3% | +34,230.8% | -14,193.5% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling