+1,387.4%
HD vs ALNY
+4,129.5%
-2,742.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.8% | -3.5% | +1.7% | -1.4% |
| 30D | -10.8% | +18.9% | -29.8% | -12.6% |
| 3M | -2.7% | -13.3% | +10.7% | -1.9% |
| 6M | -10.3% | -20.3% | +10.0% | -8.8% |
| YTD | -7.8% | -35.1% | +27.3% | -4.4% |
| 1Y | -23.1% | -46.5% | +23.4% | -18.8% |
| 3Y | +2.0% | +28.1% | -26.1% | -4.2% |
| 5Y | +6.2% | +36.1% | -29.9% | -3.4% |
| 10Y | +210.2% | +269.7% | -59.5% | +131.9% |
| All | +1,387.4% | +4,129.5% | -2,742.1% | +659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling