+911.5%
BE vs HD
+95.6%
+815.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.4% | +6.5% |
| 7D | +20.0% | -2.1% | +22.0% | +22.2% |
| 30D | +7.9% | -8.4% | +16.3% | +16.2% |
| 3M | -13.2% | +4.3% | -17.6% | -18.9% |
| 6M | +53.5% | -11.1% | +64.6% | +65.7% |
| YTD | +191.0% | -4.7% | +195.7% | +190.3% |
| 1Y | +360.5% | -19.8% | +380.3% | +434.3% |
| 3Y | +1,568.0% | +4.1% | +1,563.9% | +1,331.1% |
| 5Y | +1,055.2% | +10.3% | +1,044.9% | +825.0% |
| All | +911.5% | +95.6% | +815.9% | +276.5% |
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 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