+112.4%
C vs HD
+8.5%
+103.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.2% |
| 7D | -0.9% | +3.6% | -4.5% | -2.5% |
| 30D | -5.4% | +21.6% | -27.0% | -13.2% |
| 3M | -9.2% | +0.1% | -9.3% | -9.5% |
| 6M | -1.8% | +13.0% | -14.8% | -7.9% |
| YTD | +6.7% | +4.9% | +1.7% | +3.0% |
| 1Y | +23.5% | -2.1% | +25.6% | +23.0% |
| 3Y | +219.8% | +32.6% | +187.2% | +172.8% |
| 5Y | +112.4% | +8.2% | +104.2% | +80.2% |
| All | +112.4% | +8.5% | +103.9% | +80.2% |
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