+172.1%
DELL vs HD
-2.9%
+175.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.8% |
| 7D | +0.4% | -1.2% | +1.5% | 0.0% |
| 30D | -35.1% | +20.9% | -56.0% | -33.2% |
| 3M | -15.1% | -0.2% | -15.0% | -13.1% |
| 6M | +51.7% | +14.5% | +37.2% | +51.8% |
| YTD | +200.0% | +4.3% | +195.7% | +218.1% |
| 1Y | +172.1% | -3.5% | +175.6% | +191.0% |
| All | +172.1% | -2.9% | +175.0% | +191.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling