+67.2%
F vs HD
+240.6%
-173.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | -0.5% | +18.5% | -18.9% | -11.0% |
| 3M | -12.9% | +2.2% | -15.1% | -14.4% |
| 6M | +1.5% | +13.8% | -12.3% | -7.8% |
| YTD | -5.0% | +3.4% | -8.4% | -8.4% |
| 1Y | -7.3% | -3.5% | -3.8% | -6.8% |
| 3Y | +45.3% | +29.0% | +16.3% | +18.4% |
| 5Y | -15.8% | +6.1% | -21.9% | -22.6% |
| All | +67.2% | +240.6% | -173.4% | -22.0% |
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 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