+203.4%
HD vs AGI
+388.4%
-185.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | -3.9% | -5.4% | +1.5% | -3.6% |
| 30D | -13.1% | +6.6% | -19.8% | -13.4% |
| 3M | -3.4% | +8.2% | -11.6% | -3.9% |
| 6M | -12.6% | -29.3% | +16.8% | -11.5% |
| YTD | -9.2% | -7.4% | -1.9% | -9.3% |
| 1Y | -23.9% | +7.9% | -31.8% | -24.6% |
| 3Y | +0.4% | +206.2% | -205.8% | -5.4% |
| 5Y | +4.5% | +397.6% | -393.1% | -3.6% |
| All | +203.4% | +388.4% | -185.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling