-4.3%
HD vs AS
+120.4%
-124.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | +0.3% |
| 7D | -2.1% | -4.9% | +2.8% | -1.2% |
| 30D | -8.4% | -19.6% | +11.2% | -5.1% |
| 3M | +4.3% | -14.4% | +18.7% | +7.0% |
| 6M | -11.1% | -20.1% | +9.0% | -8.3% |
| YTD | -4.7% | -20.9% | +16.3% | -1.7% |
| 1Y | -19.8% | -21.9% | +2.0% | -17.2% |
| All | -4.3% | +120.4% | -124.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling