+6,362.9%
HD vs ALB
+2,835.3%
+3,527.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.4% | +2.0% |
| 7D | -2.1% | -8.1% | +6.0% | -0.2% |
| 30D | -8.4% | +6.3% | -14.7% | -10.0% |
| 3M | +4.3% | -23.6% | +27.9% | +10.2% |
| 6M | -11.1% | -24.6% | +13.5% | -7.0% |
| YTD | -4.7% | -10.3% | +5.6% | -5.3% |
| 1Y | -19.8% | +61.5% | -81.3% | -32.3% |
| 3Y | +4.1% | -34.0% | +38.1% | +1.9% |
| 5Y | +10.3% | -44.6% | +54.9% | +6.8% |
| 10Y | +203.2% | +76.1% | +127.1% | +90.7% |
| All | +6,362.9% | +2,835.3% | +3,527.6% | +1,825.5% |
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