+44.5%
F vs HD
+28.2%
+16.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | +1.4% | +6.4% | -5.0% | -2.1% |
| 30D | +2.0% | +22.1% | -20.0% | -8.8% |
| 3M | -10.4% | -0.2% | -10.2% | -10.5% |
| 6M | +9.7% | +12.6% | -2.9% | +1.5% |
| YTD | -1.2% | +3.9% | -5.1% | -4.3% |
| 1Y | 0.0% | -3.7% | +3.8% | +1.3% |
| All | +44.5% | +28.2% | +16.3% | +8.4% |
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