+6.7%
HD vs AGG
-1.7%
+8.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +1.5% | -1.5% | +3.0% | +3.9% |
| 30D | +18.0% | +0.6% | +17.4% | +17.1% |
| 3M | +2.8% | -1.6% | +4.4% | +5.5% |
| 6M | +17.0% | -1.6% | +18.6% | +20.2% |
| YTD | +3.5% | -1.5% | +5.1% | +6.4% |
| 1Y | -2.6% | -1.1% | -1.5% | -0.4% |
| 3Y | +30.7% | +13.6% | +17.1% | +12.5% |
| All | +6.7% | -1.7% | +8.3% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling