+3,063.4%
DELL vs HD
+234.6%
+2,828.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +3.9% |
| 7D | -11.8% | +3.6% | -15.4% | -13.7% |
| 30D | -40.8% | +21.6% | -62.4% | -47.3% |
| 3M | -23.6% | +0.1% | -23.7% | -24.7% |
| 6M | +33.4% | +13.0% | +20.4% | +21.0% |
| YTD | +178.0% | +4.9% | +173.1% | +162.2% |
| 1Y | +138.6% | -2.1% | +140.6% | +133.3% |
| 3Y | +400.9% | +32.6% | +368.3% | +299.9% |
| 5Y | +580.7% | +8.2% | +572.5% | +502.4% |
| 10Y | +2,655.3% | +257.9% | +2,397.4% | +1,322.4% |
| All | +3,063.4% | +234.6% | +2,828.9% | +1,550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling