+5.8%
HD vs AG
+12.9%
-7.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.0% |
| 7D | +4.3% | +6.3% | -2.0% | +3.8% |
| 30D | +20.2% | -8.9% | +29.1% | +20.9% |
| 3M | -1.0% | -12.2% | +11.2% | -0.3% |
| 6M | +7.9% | -28.3% | +36.2% | +9.8% |
| YTD | +2.0% | -8.8% | +10.8% | +1.1% |
| 1Y | -4.3% | +39.4% | -43.7% | -8.3% |
| 3Y | +25.9% | +229.4% | -203.5% | +7.5% |
| All | +5.8% | +12.9% | -7.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling