+7.7%
HD vs AAOX
-93.5%
+101.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.9% | +14.2% | -1.0% |
| 7D | +5.2% | -48.3% | +53.5% | +4.1% |
| 30D | +20.7% | -84.3% | +105.1% | +17.5% |
| 3M | +0.8% | -91.4% | +92.2% | -2.3% |
| 6M | +12.2% | -96.3% | +108.5% | +7.9% |
| All | +7.7% | -93.5% | +101.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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