-23.1%
BA vs HD
+6.3%
-29.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.8% |
| 7D | -0.1% | +6.4% | -6.5% | -3.0% |
| 30D | -9.1% | +22.1% | -31.2% | -17.5% |
| 3M | -28.2% | -0.2% | -28.0% | -28.3% |
| 6M | -23.1% | +12.6% | -35.7% | -27.7% |
| YTD | -20.6% | +3.9% | -24.5% | -22.5% |
| 1Y | -12.7% | -3.7% | -9.0% | -12.0% |
| 3Y | -11.6% | +27.9% | -39.4% | -24.6% |
| 5Y | -23.1% | +7.8% | -31.0% | -33.5% |
| All | -23.1% | +6.3% | -29.4% | -33.5% |
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