+247.2%
HD vs ALL
+372.0%
-124.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.9% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +20.7% | +13.8% | +6.9% | +14.6% |
| 3M | +0.8% | -2.8% | +3.6% | +1.8% |
| 6M | +12.2% | +23.7% | -11.4% | +1.9% |
| YTD | +4.2% | +27.3% | -23.1% | -6.9% |
| 1Y | -2.6% | +30.5% | -33.1% | -14.0% |
| 3Y | +30.0% | +113.0% | -83.0% | -11.3% |
| 5Y | +8.1% | +157.6% | -149.5% | -35.3% |
| 10Y | +247.2% | +368.4% | -121.2% | +68.0% |
| All | +247.2% | +372.0% | -124.8% | +68.0% |
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