+81.0%
F vs HD
+272.9%
-191.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -1.2% |
| 7D | -0.6% | +3.6% | -4.2% | -3.0% |
| 30D | +2.9% | +21.6% | -18.7% | -9.6% |
| 3M | -9.5% | +0.1% | -9.6% | -9.9% |
| 6M | +4.0% | +13.0% | -9.0% | -5.1% |
| YTD | -1.3% | +4.9% | -6.2% | -5.7% |
| 1Y | -1.9% | -2.1% | +0.1% | -2.3% |
| 3Y | +53.5% | +32.6% | +20.9% | +22.8% |
| 5Y | -15.1% | +8.2% | -23.4% | -23.0% |
| 10Y | +81.0% | +257.9% | -176.9% | -20.9% |
| All | +81.0% | +272.9% | -191.9% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling