+0.5%
HD vs ALNY
+22.8%
-22.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.3% |
| 7D | -3.9% | -6.4% | +2.5% | -3.5% |
| 30D | -13.1% | +11.9% | -25.0% | -13.8% |
| 3M | -3.4% | -15.0% | +11.6% | -3.0% |
| 6M | -12.6% | -23.2% | +10.7% | -11.7% |
| YTD | -9.2% | -37.8% | +28.5% | -7.7% |
| 1Y | -23.9% | -47.3% | +23.3% | -22.2% |
| All | +0.5% | +22.8% | -22.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling