+991.1%
HD vs A
+546.2%
+444.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +20.2% | +3.4% | +16.8% | +19.0% |
| 3M | -1.0% | +23.8% | -24.8% | -6.8% |
| 6M | +7.9% | +49.0% | -41.1% | -3.8% |
| YTD | +2.0% | +29.4% | -27.4% | -5.8% |
| 1Y | -4.3% | +19.4% | -23.7% | -9.7% |
| 3Y | +25.9% | +66.2% | -40.3% | +7.1% |
| 5Y | +5.8% | +15.8% | -10.0% | -1.9% |
| 10Y | +262.5% | +326.1% | -63.6% | +142.3% |
| All | +991.1% | +546.2% | +444.9% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling