+10.8%
HD vs ALL
+118.4%
-107.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -8.4% | -1.5% | -6.9% | -8.2% |
| 3M | +4.3% | +23.6% | -19.3% | -1.6% |
| 6M | -11.1% | +22.3% | -33.5% | -16.1% |
| YTD | -4.7% | +26.5% | -31.2% | -11.0% |
| 1Y | -19.8% | +27.0% | -46.8% | -25.3% |
| 3Y | +4.1% | +149.6% | -145.5% | -22.8% |
| All | +10.8% | +118.4% | -107.6% | -12.7% |
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