-3.7%
HD vs AS
0.0%
-3.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.9% |
| 7D | +6.4% | +7.1% | -0.7% | +4.6% |
| 30D | +22.1% | +12.8% | +9.2% | +18.5% |
| 3M | -0.2% | -14.7% | +14.6% | +3.0% |
| 6M | +12.6% | -9.9% | +22.5% | +14.4% |
| YTD | +3.9% | -16.1% | +20.0% | +4.0% |
| 1Y | -3.7% | +0.2% | -3.9% | +1.6% |
| All | -3.7% | 0.0% | -3.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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