+257.9%
HD vs A
+328.7%
-70.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.6% |
| 7D | +3.6% | +4.8% | -1.2% | +1.6% |
| 30D | +21.6% | +5.6% | +15.9% | +18.5% |
| 3M | +0.1% | +23.6% | -23.5% | -9.1% |
| 6M | +13.0% | +56.4% | -43.4% | -8.2% |
| YTD | +4.9% | +33.4% | -28.5% | -9.0% |
| 1Y | -2.1% | +23.7% | -25.8% | -12.2% |
| 3Y | +32.6% | +71.0% | -38.4% | -1.9% |
| 5Y | +8.2% | +16.8% | -8.6% | -5.4% |
| 10Y | +257.9% | +323.8% | -65.9% | +83.5% |
| All | +257.9% | +328.7% | -70.8% | +83.5% |
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