+1,122.0%
DELL vs HD
+8.2%
+1,113.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.9% |
| 7D | +25.6% | -1.2% | +26.8% | +26.2% |
| 30D | +17.7% | -11.1% | +28.8% | +23.7% |
| 3M | +33.4% | +2.0% | +31.4% | +29.9% |
| 6M | +266.2% | -10.5% | +276.7% | +279.7% |
| YTD | +328.0% | -6.9% | +334.9% | +334.6% |
| 1Y | +339.6% | -23.2% | +362.8% | +394.3% |
| 3Y | +694.6% | +3.1% | +691.5% | +644.1% |
| 5Y | +1,122.0% | +7.4% | +1,114.6% | +974.7% |
| All | +1,122.0% | +8.2% | +1,113.7% | +974.7% |
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