+206.4%
HD vs ALNY
+260.0%
-53.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -3.8% | -6.5% | +2.7% | -3.3% |
| 30D | -9.4% | +11.0% | -20.5% | -10.3% |
| 3M | -4.6% | -14.1% | +9.5% | -3.9% |
| 6M | -10.1% | -22.4% | +12.3% | -8.8% |
| YTD | -8.3% | -37.5% | +29.1% | -5.5% |
| 1Y | -25.0% | -46.9% | +21.9% | -21.8% |
| 3Y | +1.5% | +22.1% | -20.5% | -2.7% |
| 5Y | +5.6% | +31.2% | -25.6% | -1.1% |
| All | +206.4% | +260.0% | -53.6% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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