+205.0%
HD vs A
+237.5%
-32.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.3% |
| 30D | -11.1% | +0.6% | -11.7% | -11.5% |
| 3M | +2.0% | +10.9% | -8.8% | -2.8% |
| 6M | -10.5% | +28.2% | -38.6% | -20.6% |
| YTD | -6.9% | +8.6% | -15.4% | -11.4% |
| 1Y | -23.2% | +15.5% | -38.7% | -29.4% |
| 3Y | +3.1% | +31.8% | -28.7% | -14.2% |
| 5Y | +7.4% | -14.9% | +22.3% | +8.8% |
| 10Y | +205.0% | +237.8% | -32.8% | +61.9% |
| All | +205.0% | +237.5% | -32.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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