+1,333.5%
HD vs AG
+445.6%
+887.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.1% |
| 30D | -8.4% | +19.2% | -27.6% | -9.4% |
| 3M | +4.3% | +6.2% | -1.8% | +3.7% |
| 6M | -11.1% | -26.7% | +15.5% | -10.1% |
| YTD | -4.7% | +26.1% | -30.8% | -6.9% |
| 1Y | -19.8% | +131.7% | -151.5% | -24.6% |
| 3Y | +4.1% | +255.3% | -251.2% | -6.4% |
| 5Y | +10.3% | +61.9% | -51.6% | +2.0% |
| 10Y | +203.2% | +72.0% | +131.1% | +166.8% |
| All | +1,333.5% | +445.6% | +887.8% | +787.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling