+593.0%
BE vs HD
+109.2%
+483.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.3% | +5.0% |
| 7D | -14.7% | +4.3% | -19.1% | -18.6% |
| 30D | -40.5% | +20.2% | -60.7% | -50.6% |
| 3M | -24.3% | -1.0% | -23.3% | -25.7% |
| 6M | -39.3% | +7.9% | -47.2% | -46.1% |
| YTD | +99.4% | +2.0% | +97.4% | +83.2% |
| 1Y | +26.6% | -4.3% | +30.9% | +22.1% |
| 3Y | +1,616.9% | +25.9% | +1,591.0% | +1,081.0% |
| 5Y | +441.4% | +5.8% | +435.5% | +348.2% |
| All | +593.0% | +109.2% | +483.7% | +137.6% |
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