-2.6%
HD vs AA
+4.5%
-7.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.6% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +20.7% | -5.0% | +25.7% | +20.8% |
| 3M | +0.8% | -22.2% | +23.0% | +1.2% |
| 6M | +12.2% | -36.3% | +48.6% | +12.3% |
| YTD | +4.2% | -24.2% | +28.4% | +3.3% |
| 1Y | -2.6% | +3.9% | -6.4% | -4.6% |
| All | -2.6% | +4.5% | -7.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling