+31,139.8%
HD vs AA
+295.2%
+30,844.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -8.4% | +5.0% | -13.4% | -9.6% |
| 3M | +4.3% | -35.8% | +40.2% | +14.0% |
| 6M | -11.1% | -18.4% | +7.3% | -9.0% |
| YTD | -4.7% | -5.5% | +0.8% | -6.3% |
| 1Y | -19.8% | +61.0% | -80.8% | -31.2% |
| 3Y | +4.1% | +66.2% | -62.1% | -16.5% |
| 5Y | +10.3% | +11.4% | -1.1% | -10.9% |
| 10Y | +203.2% | +116.9% | +86.3% | +68.5% |
| All | +31,139.8% | +295.2% | +30,844.6% | +8,894.5% |
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