+2.1%
HD vs AGG
+13.3%
-11.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.5% |
| 30D | -10.8% | -0.2% | -10.6% | -10.5% |
| 3M | -2.7% | -0.7% | -2.0% | -1.3% |
| 6M | -10.3% | -1.8% | -8.5% | -7.5% |
| YTD | -7.8% | -0.6% | -7.2% | -6.5% |
| 1Y | -23.1% | +0.4% | -23.5% | -23.0% |
| All | +2.1% | +13.3% | -11.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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