-4.6%
HD vs ALB
+4.7%
-9.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.2% | +6.3% |
| 7D | +11.9% | -2.1% | +14.0% | +11.9% |
| 30D | +26.4% | -9.0% | +35.4% | +26.8% |
| 3M | +2.8% | -21.1% | +24.0% | +3.5% |
| 6M | +15.5% | -49.9% | +65.4% | +18.3% |
| YTD | +5.5% | -32.3% | +37.8% | +4.8% |
| 1Y | -4.6% | +8.6% | -13.2% | -8.8% |
| All | -4.6% | +4.7% | -9.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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