+8.5%
HD vs ALL
+158.6%
-150.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | -2.6% | +1.4% | -0.5% |
| 30D | +20.9% | +12.7% | +8.2% | +17.3% |
| 3M | -0.2% | +0.4% | -0.6% | -0.4% |
| 6M | +14.5% | +23.8% | -9.3% | +7.6% |
| YTD | +4.3% | +27.8% | -23.5% | -3.1% |
| 1Y | -3.5% | +28.9% | -32.4% | -10.6% |
| 3Y | +30.1% | +113.9% | -83.7% | +0.9% |
| 5Y | +8.5% | +157.4% | -148.9% | -19.5% |
| All | +8.5% | +158.6% | -150.1% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling