+257.9%
HD vs ALL
+367.3%
-109.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.6% | -3.9% | +7.5% | +5.3% |
| 30D | +21.6% | +10.6% | +10.9% | +16.8% |
| 3M | +0.1% | -4.6% | +4.7% | +1.9% |
| 6M | +13.0% | +20.2% | -7.2% | +3.8% |
| YTD | +4.9% | +23.7% | -18.8% | -5.2% |
| 1Y | -2.1% | +27.9% | -30.0% | -12.9% |
| 3Y | +32.6% | +109.2% | -76.6% | -8.9% |
| 5Y | +8.2% | +148.0% | -139.8% | -34.1% |
| 10Y | +257.9% | +363.8% | -105.9% | +69.9% |
| All | +257.9% | +367.3% | -109.4% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling