+93.1%
BKNG vs HD
+3.9%
+89.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.3% |
| 7D | -10.7% | -3.9% | -6.8% | -8.8% |
| 30D | -18.1% | -13.1% | -5.0% | -12.1% |
| 3M | +8.5% | -3.4% | +12.0% | +10.9% |
| 6M | -0.1% | -12.6% | +12.5% | +6.7% |
| YTD | -18.2% | -9.2% | -9.0% | -14.3% |
| 1Y | -19.9% | -23.9% | +4.1% | -9.1% |
| 3Y | +41.6% | +0.4% | +41.2% | +38.4% |
| 5Y | +93.1% | +4.5% | +88.6% | +86.3% |
| All | +93.1% | +3.9% | +89.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling