-23.2%
HD vs AG
+123.1%
-146.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 6M | -10.5% | -19.5% | +9.1% | -10.5% |
| YTD | -6.9% | +24.8% | -31.6% | -8.2% |
| 1Y | -23.2% | +120.2% | -143.4% | -26.5% |
| All | -23.2% | +123.1% | -146.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling