+254.2%
HD vs AA
+63.3%
+190.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.3% |
| 7D | +4.3% | +0.9% | +3.4% | +4.2% |
| 30D | +20.2% | -6.7% | +26.9% | +21.3% |
| 3M | -1.0% | -16.3% | +15.3% | +1.2% |
| 6M | +7.9% | -37.1% | +45.0% | +14.1% |
| YTD | +2.0% | -25.0% | +27.0% | +4.0% |
| 1Y | -4.3% | +8.6% | -12.9% | -8.1% |
| 3Y | +25.9% | +57.2% | -31.3% | +9.5% |
| 5Y | +5.8% | -13.0% | +18.9% | -4.1% |
| All | +254.2% | +63.3% | +190.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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