+7.9%
HD vs ALL
+17.5%
-9.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.9% |
| 7D | +4.3% | -1.9% | +6.3% | +4.9% |
| 30D | +20.2% | +13.8% | +6.4% | +19.4% |
| 3M | -1.0% | -7.0% | +6.0% | -1.5% |
| 6M | +7.9% | +18.0% | -10.1% | +8.9% |
| All | +7.9% | +17.5% | -9.5% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling