+6.1%
HD vs ALM
+387.9%
-381.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.7% |
| 7D | -0.5% | -4.0% | +3.5% | -0.4% |
| 30D | +18.5% | -30.5% | +49.0% | +19.4% |
| 3M | +2.2% | -46.9% | +49.1% | +3.4% |
| 6M | +13.8% | -65.5% | +79.4% | +16.2% |
| YTD | +3.4% | -13.4% | +16.8% | +3.3% |
| 1Y | -3.5% | +9.8% | -13.3% | -4.1% |
| 3Y | +29.0% | +783.1% | -754.1% | +20.1% |
| 5Y | +6.1% | +378.3% | -372.2% | +0.6% |
| All | +6.1% | +387.9% | -381.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling