+1,821.9%
BA vs HD
+31,989.9%
-30,167.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +1.2% | -2.1% | +3.2% | +2.0% |
| 30D | -11.6% | -8.4% | -3.2% | -8.4% |
| 3M | -2.4% | +4.3% | -6.7% | -4.2% |
| 6M | -6.6% | -11.1% | +4.5% | -2.2% |
| YTD | -2.2% | -4.7% | +2.4% | -0.6% |
| 1Y | -8.0% | -19.8% | +11.8% | 0.0% |
| 3Y | -5.0% | +4.1% | -9.1% | -8.2% |
| 5Y | -2.7% | +10.3% | -13.0% | -9.2% |
| 10Y | +75.9% | +203.2% | -127.3% | +15.4% |
| All | +1,821.9% | +31,989.9% | -30,167.9% | +116.1% |
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