+5,993.7%
HD vs ALL
+3,598.8%
+2,395.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.1% |
| 7D | +4.3% | -1.9% | +6.3% | +5.2% |
| 30D | +20.2% | +13.8% | +6.4% | +14.5% |
| 3M | -1.0% | -7.0% | +6.0% | +1.6% |
| 6M | +7.9% | +18.0% | -10.1% | +0.5% |
| YTD | +2.0% | +24.2% | -22.2% | -7.2% |
| 1Y | -4.3% | +31.2% | -35.5% | -14.9% |
| 3Y | +25.9% | +107.5% | -81.6% | -8.4% |
| 5Y | +5.8% | +144.8% | -139.0% | -29.5% |
| 10Y | +262.5% | +375.8% | -113.2% | +84.1% |
| All | +5,993.7% | +3,598.8% | +2,395.0% | +1,505.4% |
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