-19.8%
HD vs ALL
+28.3%
-48.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -8.4% | -1.5% | -6.9% | -8.4% |
| 3M | +4.3% | +23.6% | -19.3% | +1.5% |
| 6M | -11.1% | +22.3% | -33.5% | -13.6% |
| YTD | -4.7% | +26.5% | -31.2% | -7.8% |
| 1Y | -19.8% | +27.0% | -46.8% | -22.8% |
| All | -19.8% | +28.3% | -48.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling