+40.6%
DELL vs HD
+13.3%
+27.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +7.4% |
| 7D | -11.8% | +3.6% | -15.4% | -8.9% |
| 30D | -40.8% | +21.6% | -62.4% | -31.8% |
| 3M | -23.6% | +0.1% | -23.7% | -22.4% |
| All | +40.6% | +13.3% | +27.3% | +70.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling