+207.2%
C vs HD
+240.6%
-33.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | +4.7% | -0.5% | +5.2% | +5.0% |
| 30D | +0.2% | +18.5% | -18.3% | -10.1% |
| 3M | -9.3% | +2.2% | -11.5% | -11.2% |
| 6M | -0.8% | +13.8% | -14.7% | -10.1% |
| YTD | +8.5% | +3.4% | +5.1% | +3.8% |
| 1Y | +23.1% | -3.5% | +26.6% | +22.7% |
| 3Y | +220.8% | +29.0% | +191.8% | +157.3% |
| 5Y | +112.4% | +6.1% | +106.3% | +88.3% |
| All | +207.2% | +240.6% | -33.4% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling