+8.5%
HD vs ALB
-61.7%
+70.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -1.2% | +1.1% | -2.2% | -1.3% |
| 30D | +20.9% | -2.6% | +23.5% | +21.1% |
| 3M | -0.2% | -25.6% | +25.4% | +3.2% |
| 6M | +14.5% | -54.0% | +68.5% | +25.4% |
| YTD | +4.3% | -31.6% | +35.9% | +7.1% |
| 1Y | -3.5% | -6.6% | +3.1% | -5.4% |
| 3Y | +30.1% | -14.0% | +44.1% | +22.4% |
| 5Y | +8.5% | -62.5% | +71.0% | +18.4% |
| All | +8.5% | -61.7% | +70.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling