+207.4%
ALAB vs HD
-3.5%
+210.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -26.3% | +4.3% | -30.6% | -27.0% |
| 30D | -50.1% | +20.2% | -70.3% | -52.9% |
| 3M | -42.5% | -1.0% | -41.5% | -42.1% |
| 6M | -10.8% | +7.9% | -18.8% | -13.6% |
| YTD | +14.6% | +2.0% | +12.7% | +11.9% |
| 1Y | +17.1% | -4.3% | +21.4% | +17.7% |
| All | +207.4% | -3.5% | +210.9% | +152.0% |
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