+1,015.0%
HD vs A
+557.8%
+457.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | +20.7% | +4.3% | +16.4% | +19.2% |
| 3M | +0.8% | +19.8% | -19.0% | -4.3% |
| 6M | +12.2% | +54.4% | -42.2% | -0.9% |
| YTD | +4.2% | +31.7% | -27.5% | -4.2% |
| 1Y | -2.6% | +22.4% | -25.0% | -8.7% |
| 3Y | +30.0% | +67.7% | -37.7% | +10.3% |
| 5Y | +8.1% | +15.7% | -7.6% | +0.2% |
| 10Y | +247.2% | +308.7% | -61.5% | +134.1% |
| All | +1,015.0% | +557.8% | +457.2% | +420.8% |
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 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