+6.7%
HD vs AA
-17.9%
+24.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +18.0% | -0.6% | +18.6% | +18.0% |
| 3M | +2.8% | -19.7% | +22.5% | +5.1% |
| 6M | +17.0% | -41.6% | +58.5% | +23.1% |
| YTD | +3.5% | -24.6% | +28.2% | +4.8% |
| 1Y | -2.6% | +4.9% | -7.5% | -5.6% |
| 3Y | +30.7% | +66.8% | -36.1% | +14.5% |
| All | +6.7% | -17.9% | +24.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling