+43.5%
F vs HD
+25.9%
+17.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +1.6% | +4.3% | -2.8% | -0.9% |
| 30D | +2.6% | +20.2% | -17.6% | -7.5% |
| 3M | -8.8% | -1.0% | -7.8% | -8.5% |
| 6M | +4.6% | +7.9% | -3.3% | -0.8% |
| YTD | -1.9% | +2.0% | -3.9% | -4.0% |
| 1Y | -0.8% | -4.3% | +3.5% | +0.7% |
| 3Y | +43.5% | +25.9% | +17.5% | +8.8% |
| All | +43.5% | +25.9% | +17.6% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling