+130.7%
C vs HD
+10.1%
+120.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +3.6% | -2.1% | +5.7% | +4.6% |
| 30D | +0.1% | -8.4% | +8.5% | +3.9% |
| 3M | +2.4% | +4.3% | -1.9% | -0.2% |
| 6M | +24.9% | -11.1% | +36.1% | +30.9% |
| YTD | +19.8% | -4.7% | +24.5% | +20.9% |
| 1Y | +44.9% | -19.8% | +64.7% | +58.5% |
| 3Y | +263.0% | +4.1% | +258.9% | +246.4% |
| All | +130.7% | +10.1% | +120.6% | +94.4% |
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