+257.6%
ALAB vs HD
-2.0%
+259.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | +1.5% | +14.8% | +16.0% |
| 30D | -26.1% | +18.0% | -44.1% | -29.5% |
| 3M | -31.3% | +2.8% | -34.1% | -31.5% |
| 6M | -1.0% | +17.0% | -18.0% | -6.4% |
| YTD | +33.3% | +3.5% | +29.8% | +29.8% |
| 1Y | +53.5% | -2.6% | +56.1% | +53.6% |
| All | +257.6% | -2.0% | +259.6% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling