+641.7%
BE vs HD
+113.8%
+527.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.8% |
| 7D | -13.4% | +5.2% | -18.6% | -17.3% |
| 30D | -33.9% | +20.7% | -54.6% | -44.9% |
| 3M | -12.0% | +0.8% | -12.8% | -14.6% |
| 6M | -29.0% | +12.2% | -41.2% | -39.0% |
| YTD | +113.4% | +4.2% | +109.2% | +92.9% |
| 1Y | +33.2% | -2.6% | +35.7% | +26.8% |
| 3Y | +1,659.2% | +30.0% | +1,629.2% | +1,081.5% |
| 5Y | +461.4% | +8.1% | +453.3% | +357.4% |
| All | +641.7% | +113.8% | +527.8% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling