+254.2%
HD vs AR
+44.3%
+209.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +4.3% | -14.3% | +18.6% | +5.3% |
| 30D | +20.2% | +1.4% | +18.8% | +20.0% |
| 3M | -1.0% | +3.4% | -4.4% | -1.4% |
| 6M | +7.9% | -2.1% | +10.0% | +7.7% |
| YTD | +2.0% | +4.7% | -2.7% | +1.1% |
| 1Y | -4.3% | +10.6% | -14.9% | -5.6% |
| 3Y | +25.9% | +24.6% | +1.3% | +21.7% |
| 5Y | +5.8% | +71.9% | -66.1% | -1.0% |
| All | +254.2% | +44.3% | +209.9% | +220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling