+1,502.7%
BA vs HD
+35,427.2%
-33,924.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | -0.5% |
| 7D | +5.9% | +11.9% | -6.0% | +1.1% |
| 30D | -8.2% | +26.4% | -34.6% | -16.8% |
| 3M | -25.4% | +2.8% | -28.2% | -26.5% |
| 6M | -20.0% | +15.5% | -35.5% | -25.0% |
| YTD | -18.5% | +5.5% | -24.0% | -20.7% |
| 1Y | -10.6% | -4.6% | -6.0% | -9.7% |
| 3Y | -9.3% | +29.9% | -39.1% | -20.1% |
| 5Y | -16.9% | +8.4% | -25.3% | -22.2% |
| 10Y | +37.9% | +275.2% | -237.3% | -16.7% |
| All | +1,502.7% | +35,427.2% | -33,924.5% | +72.3% |
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 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