+254.2%
HD vs ALB
+33.3%
+220.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +4.3% | +9.1% | -4.7% | +2.9% |
| 30D | +20.2% | -3.4% | +23.6% | +20.7% |
| 3M | -1.0% | -20.6% | +19.6% | +2.4% |
| 6M | +7.9% | -48.2% | +56.1% | +19.4% |
| YTD | +2.0% | -29.2% | +31.2% | +5.2% |
| 1Y | -4.3% | +10.0% | -14.3% | -9.2% |
| 3Y | +25.9% | -12.9% | +38.8% | +16.9% |
| 5Y | +5.8% | -61.3% | +67.1% | +12.6% |
| All | +254.2% | +33.3% | +220.9% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling