+6,108.5%
HD vs ALL
+3,771.7%
+2,336.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | +6.4% | +4.2% | +2.2% | +4.8% |
| 30D | +22.1% | +18.9% | +3.1% | +14.4% |
| 3M | -0.2% | +1.2% | -1.4% | -0.8% |
| 6M | +12.6% | +23.2% | -10.6% | +3.2% |
| YTD | +3.9% | +30.0% | -26.1% | -7.1% |
| 1Y | -3.7% | +39.6% | -43.3% | -16.4% |
| 3Y | +27.9% | +115.2% | -87.4% | -8.3% |
| 5Y | +7.8% | +156.2% | -148.4% | -29.4% |
| 10Y | +269.4% | +398.0% | -128.6% | +84.4% |
| All | +6,108.5% | +3,771.7% | +2,336.9% | +1,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling