+257.9%
HD vs ALM
+2,221.4%
-1,963.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.6% |
| 30D | +21.6% | -26.1% | +47.6% | +22.5% |
| 3M | +0.1% | -38.1% | +38.2% | +1.2% |
| 6M | +13.0% | -55.4% | +68.4% | +14.9% |
| YTD | +4.9% | -0.4% | +5.3% | +4.1% |
| 1Y | -2.1% | +25.4% | -27.4% | -3.5% |
| 3Y | +32.6% | +907.8% | -875.2% | +20.7% |
| 5Y | +8.2% | +440.2% | -431.9% | -0.7% |
| 10Y | +257.9% | +2,031.1% | -1,773.2% | +226.1% |
| All | +257.9% | +2,221.4% | -1,963.5% | +226.1% |
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