+223.5%
C vs HD
+257.8%
-34.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.6% |
| 7D | -2.4% | +4.3% | -6.7% | -5.1% |
| 30D | -6.0% | +20.2% | -26.2% | -16.4% |
| 3M | -10.5% | -1.0% | -9.5% | -10.7% |
| 6M | -5.7% | +7.9% | -13.6% | -11.6% |
| YTD | +4.1% | +2.0% | +2.1% | +0.5% |
| 1Y | +20.5% | -4.3% | +24.8% | +20.6% |
| 3Y | +208.1% | +25.9% | +182.2% | +150.9% |
| 5Y | +110.4% | +5.8% | +104.6% | +86.5% |
| All | +223.5% | +257.8% | -34.3% | +40.0% |
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