+30.6%
HD vs AA
+70.6%
-40.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -0.5% | +5.3% | -5.8% | -0.9% |
| 30D | +18.5% | -2.3% | +20.7% | +18.6% |
| 3M | +2.2% | -20.8% | +23.0% | +4.0% |
| 6M | +13.8% | -39.8% | +53.7% | +18.1% |
| YTD | +3.4% | -23.3% | +26.7% | +3.9% |
| 1Y | -3.5% | +1.8% | -5.3% | -6.3% |
| All | +30.6% | +70.6% | -40.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling