+34,054.1%
HD vs AA
+217.0%
+33,837.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.3% |
| 7D | +5.2% | +1.2% | +4.0% | +4.9% |
| 30D | +20.7% | -5.0% | +25.7% | +21.9% |
| 3M | +0.8% | -22.2% | +23.0% | +6.0% |
| 6M | +12.2% | -36.3% | +48.6% | +22.0% |
| YTD | +4.2% | -24.2% | +28.4% | +7.2% |
| 1Y | -2.6% | +3.9% | -6.4% | -7.2% |
| 3Y | +30.0% | +67.6% | -37.6% | +4.0% |
| 5Y | +8.1% | -8.8% | +16.9% | -8.2% |
| 10Y | +247.2% | +45.0% | +202.2% | +113.7% |
| All | +34,054.1% | +217.0% | +33,837.1% | +10,193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling