+30.0%
HD vs ALB
-13.3%
+43.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | +5.2% | +5.3% | -0.1% | +4.7% |
| 30D | +20.7% | -6.3% | +27.0% | +21.3% |
| 3M | +0.8% | -27.4% | +28.2% | +3.5% |
| 6M | +12.2% | -53.1% | +65.3% | +19.9% |
| YTD | +4.2% | -32.3% | +36.5% | +6.2% |
| 1Y | -2.6% | -7.3% | +4.7% | -4.2% |
| 3Y | +30.0% | -14.9% | +44.9% | +23.2% |
| All | +30.0% | -13.3% | +43.3% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling