+6.7%
HD vs A
+11.8%
-5.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +18.0% | 0.0% | +18.0% | +17.8% |
| 3M | +2.8% | +16.7% | -13.9% | -3.3% |
| 6M | +17.0% | +54.8% | -37.9% | -1.7% |
| YTD | +3.5% | +28.8% | -25.3% | -7.0% |
| 1Y | -2.6% | +19.3% | -21.9% | -9.9% |
| 3Y | +30.7% | +65.5% | -34.8% | +1.2% |
| All | +6.7% | +11.8% | -5.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling