-19.8%
HD vs AR
+22.7%
-42.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.8% |
| 7D | -2.1% | +2.5% | -4.5% | -1.6% |
| 30D | -8.4% | +14.8% | -23.2% | -6.3% |
| 3M | +4.3% | +6.2% | -1.9% | +5.8% |
| 6M | -11.1% | +4.3% | -15.4% | -10.3% |
| YTD | -4.7% | +14.4% | -19.0% | -3.4% |
| 1Y | -19.8% | +21.3% | -41.1% | -18.4% |
| All | -19.8% | +22.7% | -42.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling