-2.6%
HD vs ALL
+32.6%
-35.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +20.7% | +13.8% | +6.9% | +18.8% |
| 3M | +0.8% | -2.8% | +3.6% | +0.6% |
| 6M | +12.2% | +23.7% | -11.4% | +8.8% |
| YTD | +4.2% | +27.3% | -23.1% | +0.4% |
| 1Y | -2.6% | +30.5% | -33.1% | -7.0% |
| All | -2.6% | +32.6% | -35.2% | -7.0% |
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 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