+512.8%
F vs HD
+34,877.5%
-34,364.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | +1.4% | +6.4% | -5.0% | -1.6% |
| 30D | +2.0% | +22.1% | -20.0% | -7.3% |
| 3M | -10.4% | -0.2% | -10.2% | -10.4% |
| 6M | +9.7% | +12.6% | -2.9% | +3.0% |
| YTD | -1.2% | +3.9% | -5.1% | -3.7% |
| 1Y | 0.0% | -3.7% | +3.8% | +0.8% |
| 3Y | +41.1% | +27.9% | +13.2% | +23.9% |
| 5Y | -11.4% | +7.8% | -19.2% | -15.6% |
| 10Y | +85.0% | +269.4% | -184.4% | +0.3% |
| All | +512.8% | +34,877.5% | -34,364.7% | -40.9% |
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 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