+6.2%
HD vs AGI
+392.7%
-386.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.2% |
| 7D | -1.8% | +2.2% | -4.0% | -2.0% |
| 30D | -10.8% | +11.3% | -22.1% | -11.8% |
| 3M | -2.7% | +5.6% | -8.3% | -3.5% |
| 6M | -10.3% | -27.7% | +17.4% | -8.3% |
| YTD | -7.8% | -4.1% | -3.7% | -8.3% |
| 1Y | -23.1% | +13.8% | -36.9% | -25.0% |
| 3Y | +2.0% | +217.0% | -215.0% | -13.7% |
| 5Y | +6.2% | +404.3% | -398.1% | -16.1% |
| All | +6.2% | +392.7% | -386.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling