+5,596.0%
HD vs ALL
+3,667.9%
+1,928.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -8.4% | -1.5% | -6.9% | -8.1% |
| 3M | +4.3% | +23.6% | -19.3% | -4.4% |
| 6M | -11.1% | +22.3% | -33.5% | -18.4% |
| YTD | -4.7% | +26.5% | -31.2% | -13.9% |
| 1Y | -19.8% | +27.0% | -46.8% | -27.9% |
| 3Y | +4.1% | +149.6% | -145.5% | -29.7% |
| 5Y | +10.3% | +118.1% | -107.8% | -23.2% |
| 10Y | +203.2% | +369.0% | -165.8% | +54.8% |
| All | +5,596.0% | +3,667.9% | +1,928.1% | +1,390.9% |
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 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