-22.1%
BA vs HD
+5.3%
-27.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.4% |
| 7D | +1.1% | +4.3% | -3.3% | -1.0% |
| 30D | -7.9% | +20.2% | -28.1% | -15.8% |
| 3M | -25.3% | -1.0% | -24.3% | -25.2% |
| 6M | -24.6% | +7.9% | -32.5% | -27.7% |
| YTD | -20.1% | +2.0% | -22.1% | -21.5% |
| 1Y | -11.8% | -4.3% | -7.5% | -10.9% |
| 3Y | -10.1% | +25.9% | -36.1% | -22.9% |
| All | -22.1% | +5.3% | -27.4% | -31.8% |
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