-25.0%
HD vs AGI
+9.2%
-34.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -3.8% | -2.7% | -1.1% | -3.6% |
| 30D | -9.4% | +7.2% | -16.7% | -10.0% |
| 3M | -4.6% | +4.3% | -8.9% | -5.2% |
| 6M | -10.1% | -27.1% | +17.0% | -9.4% |
| YTD | -8.3% | -6.6% | -1.7% | -7.2% |
| 1Y | -25.0% | +9.5% | -34.5% | -24.0% |
| All | -25.0% | +9.2% | -34.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling