+5.8%
HD vs ALM
+396.4%
-390.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -1.9% |
| 7D | +4.3% | -6.7% | +11.0% | +4.5% |
| 30D | +20.2% | -32.9% | +53.1% | +21.2% |
| 3M | -1.0% | -39.5% | +38.5% | -0.1% |
| 6M | +7.9% | -62.0% | +69.9% | +9.9% |
| YTD | +2.0% | -7.8% | +9.8% | +1.8% |
| 1Y | -4.3% | +26.7% | -31.0% | -5.2% |
| 3Y | +25.9% | +825.4% | -799.4% | +17.1% |
| All | +5.8% | +396.4% | -390.6% | +0.7% |
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