+3.1%
HD vs AGI
+208.5%
-205.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.2% | +4.4% | -5.6% | -1.5% |
| 30D | -11.1% | +10.0% | -21.1% | -11.8% |
| 3M | +2.0% | +1.7% | +0.3% | +1.6% |
| 6M | -10.5% | -26.8% | +16.3% | -9.3% |
| YTD | -6.9% | -5.3% | -1.5% | -6.8% |
| 1Y | -23.2% | +11.5% | -34.7% | -23.9% |
| 3Y | +3.1% | +212.9% | -209.9% | -9.4% |
| All | +3.1% | +208.5% | -205.4% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling