+247.2%
HD vs ATI
+1,024.4%
-777.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | +20.7% | -4.8% | +25.5% | +21.3% |
| 3M | +0.8% | -19.9% | +20.7% | +4.0% |
| 6M | +12.2% | +15.4% | -3.1% | +8.6% |
| YTD | +4.2% | +59.2% | -55.0% | -4.5% |
| 1Y | -2.6% | +86.3% | -88.8% | -13.0% |
| 3Y | +30.0% | +318.2% | -288.2% | -1.1% |
| 5Y | +8.1% | +958.6% | -950.5% | -30.3% |
| 10Y | +247.2% | +996.8% | -749.6% | +109.0% |
| All | +247.2% | +1,024.4% | -777.3% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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