+105.9%
C vs HD
+5.3%
+100.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.3% |
| 7D | -2.4% | +4.3% | -6.7% | -4.2% |
| 30D | -6.0% | +20.2% | -26.2% | -13.4% |
| 3M | -10.5% | -1.0% | -9.5% | -10.5% |
| 6M | -5.7% | +7.9% | -13.6% | -9.7% |
| YTD | +4.1% | +2.0% | +2.1% | +1.8% |
| 1Y | +20.5% | -4.3% | +24.8% | +21.1% |
| 3Y | +208.1% | +25.9% | +182.2% | +168.9% |
| All | +105.9% | +5.3% | +100.6% | +76.7% |
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