+7.9%
AMZN vs HD
-22.8%
+30.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | -6.4% | -11.1% | +4.8% | -2.9% |
| 3M | +4.8% | +2.0% | +2.8% | +3.9% |
| 6M | +20.5% | -10.5% | +31.0% | +23.5% |
| YTD | +11.3% | -6.9% | +18.2% | +12.2% |
| All | +7.9% | -22.8% | +30.7% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling