-2.6%
HD vs ALL
+30.2%
-32.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +1.5% | +5.0% | -3.5% | +0.5% |
| 30D | +18.0% | +13.3% | +4.7% | +15.9% |
| 3M | +2.8% | +3.2% | -0.4% | +1.8% |
| 6M | +17.0% | +25.3% | -8.4% | +13.0% |
| YTD | +3.5% | +30.5% | -26.9% | -0.7% |
| 1Y | -2.6% | +29.2% | -31.8% | -6.2% |
| All | -2.6% | +30.2% | -32.8% | -6.2% |
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