+208.5%
HD vs ALM
+2,950.3%
-2,741.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.0% |
| 7D | -2.1% | -2.6% | +0.6% | -2.0% |
| 30D | -8.4% | +32.0% | -40.4% | -9.2% |
| 3M | +4.3% | -15.0% | +19.4% | +4.5% |
| 6M | -11.1% | -10.1% | -1.0% | -11.4% |
| YTD | -4.7% | +99.4% | -104.1% | -7.0% |
| 1Y | -19.8% | +316.4% | -336.2% | -23.4% |
| 3Y | +4.1% | +2,022.0% | -2,017.9% | -6.9% |
| 5Y | +10.3% | +941.2% | -930.9% | 0.0% |
| All | +208.5% | +2,950.3% | -2,741.8% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling