+615.0%
F vs HD
+31,989.8%
-31,374.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.0% |
| 7D | +5.3% | -2.1% | +7.4% | +6.4% |
| 30D | +4.6% | -8.4% | +13.0% | +9.0% |
| 3M | -3.7% | +4.3% | -8.0% | -6.0% |
| 6M | +16.8% | -11.1% | +28.0% | +22.8% |
| YTD | +15.3% | -4.7% | +20.0% | +17.2% |
| 1Y | +31.0% | -19.8% | +50.8% | +44.0% |
| 3Y | +45.4% | +4.1% | +41.3% | +40.9% |
| 5Y | +54.7% | +10.3% | +44.3% | +46.3% |
| 10Y | +98.2% | +203.2% | -104.9% | +17.6% |
| All | +615.0% | +31,989.8% | -31,374.8% | -28.0% |
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 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