+5.8%
HD vs ALB
-61.7%
+67.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +4.3% | +9.1% | -4.7% | +3.2% |
| 30D | +20.2% | -3.4% | +23.6% | +20.6% |
| 3M | -1.0% | -20.6% | +19.6% | +1.5% |
| 6M | +7.9% | -48.2% | +56.1% | +16.4% |
| YTD | +2.0% | -29.2% | +31.2% | +4.3% |
| 1Y | -4.3% | +10.0% | -14.3% | -8.3% |
| 3Y | +25.9% | -12.9% | +38.8% | +18.5% |
| All | +5.8% | -61.7% | +67.5% | +15.3% |
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