+248.1%
HD vs AGI
+391.9%
-143.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | -0.5% | -7.5% | +7.0% | -0.1% |
| 30D | +18.5% | -9.9% | +28.4% | +19.0% |
| 3M | +2.2% | -14.2% | +16.3% | +2.8% |
| 6M | +13.8% | -35.2% | +49.1% | +15.9% |
| YTD | +3.4% | -25.2% | +28.7% | +4.4% |
| 1Y | -3.5% | -14.3% | +10.8% | -3.2% |
| 3Y | +29.0% | +127.7% | -98.7% | +22.7% |
| 5Y | +6.1% | +243.4% | -237.3% | -1.4% |
| All | +248.1% | +391.9% | -143.8% | +234.6% |
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