+8.5%
HD vs ALC
-10.6%
+19.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -1.2% | -6.3% | +5.1% | +1.3% |
| 30D | +20.9% | +12.6% | +8.3% | +15.7% |
| 3M | -0.2% | -3.8% | +3.7% | +1.3% |
| 6M | +14.5% | +16.8% | -2.3% | +7.9% |
| YTD | +4.3% | -7.6% | +11.9% | +6.5% |
| 1Y | -3.5% | -5.9% | +2.4% | -2.2% |
| 3Y | +30.1% | +0.6% | +29.5% | +25.3% |
| 5Y | +8.5% | -9.5% | +17.9% | +7.3% |
| All | +8.5% | -10.6% | +19.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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