-12.8%
BKNG vs HD
-19.2%
+6.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.5% |
| 7D | -6.0% | -2.1% | -3.9% | -4.8% |
| 30D | -6.6% | -8.4% | +1.8% | -1.8% |
| 3M | +15.7% | +4.3% | +11.3% | +14.3% |
| 6M | +14.1% | -11.1% | +25.3% | +18.2% |
| YTD | -9.3% | -4.7% | -4.7% | -7.2% |
| 1Y | -12.8% | -19.8% | +7.0% | -8.8% |
| All | -12.8% | -19.2% | +6.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling