-13.6%
BKNG vs HD
-3.1%
-10.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.5% | +3.3% | +5.5% |
| 7D | +15.6% | +11.9% | +3.6% | +7.6% |
| 30D | +8.0% | +26.4% | -18.4% | -6.8% |
| 3M | -11.8% | +2.8% | -14.6% | -13.4% |
| 6M | +3.8% | +15.5% | -11.7% | -3.8% |
| YTD | -19.6% | +5.5% | -25.1% | -22.6% |
| 1Y | -13.6% | -4.6% | -9.0% | -14.7% |
| All | -13.6% | -3.1% | -10.5% | -14.7% |
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