+205.0%
HD vs AG
+57.4%
+147.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.5% |
| 30D | -11.1% | +12.9% | -24.0% | -11.9% |
| 3M | +2.0% | +20.9% | -18.9% | +0.6% |
| 6M | -10.5% | -19.5% | +9.1% | -9.9% |
| YTD | -6.9% | +24.8% | -31.6% | -9.1% |
| 1Y | -23.2% | +120.2% | -143.4% | -28.0% |
| 3Y | +3.1% | +279.0% | -275.9% | -8.8% |
| 5Y | +7.4% | +67.9% | -60.5% | -2.0% |
| 10Y | +205.0% | +57.5% | +147.5% | +177.1% |
| All | +205.0% | +57.4% | +147.6% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling