+5.8%
HD vs AR
+71.8%
-66.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +4.3% | -14.3% | +18.6% | +5.4% |
| 30D | +20.2% | +1.4% | +18.8% | +19.9% |
| 3M | -1.0% | +3.4% | -4.4% | -1.5% |
| 6M | +7.9% | -2.1% | +10.0% | +7.6% |
| YTD | +2.0% | +4.7% | -2.7% | +0.6% |
| 1Y | -4.3% | +10.6% | -14.9% | -6.3% |
| 3Y | +25.9% | +24.6% | +1.3% | +18.9% |
| All | +5.8% | +71.8% | -66.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling