+6,910.7%
HD vs ALB
+2,112.1%
+4,798.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.5% | -3.6% | +3.1% | +0.3% |
| 30D | +18.5% | -2.9% | +21.4% | +19.1% |
| 3M | +2.2% | -25.8% | +28.0% | +8.9% |
| 6M | +13.8% | -53.6% | +67.4% | +34.4% |
| YTD | +3.4% | -32.4% | +35.8% | +9.3% |
| 1Y | -3.5% | -13.0% | +9.5% | -4.5% |
| 3Y | +29.0% | -15.0% | +44.0% | +17.2% |
| 5Y | +6.1% | -63.5% | +69.6% | +13.9% |
| 10Y | +242.3% | +34.7% | +207.6% | +128.6% |
| All | +6,910.7% | +2,112.1% | +4,798.5% | +2,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling