+205.0%
HD vs AA
+121.7%
+83.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.8% |
| 7D | -1.2% | +1.7% | -2.8% | -1.4% |
| 30D | -11.1% | +3.3% | -14.5% | -11.7% |
| 3M | +2.0% | -29.4% | +31.4% | +6.6% |
| 6M | -10.5% | -12.8% | +2.4% | -9.9% |
| YTD | -6.9% | -2.1% | -4.7% | -8.4% |
| 1Y | -23.2% | +62.8% | -85.9% | -30.7% |
| 3Y | +3.1% | +90.5% | -87.4% | -12.7% |
| 5Y | +7.4% | +19.1% | -11.7% | -7.6% |
| 10Y | +205.0% | +124.8% | +80.2% | +82.1% |
| All | +205.0% | +121.7% | +83.3% | +82.1% |
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