+210.2%
HD vs ATI
+1,068.2%
-858.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -1.8% | +2.4% | -4.2% | -2.2% |
| 30D | -10.8% | -9.5% | -1.4% | -9.4% |
| 3M | -2.7% | +10.4% | -13.0% | -4.6% |
| 6M | -10.3% | +31.8% | -42.1% | -14.8% |
| YTD | -7.8% | +80.0% | -87.8% | -16.9% |
| 1Y | -23.1% | +175.8% | -199.0% | -35.6% |
| 3Y | +2.0% | +364.2% | -362.2% | -23.6% |
| 5Y | +6.2% | +1,076.9% | -1,070.7% | -32.9% |
| 10Y | +210.2% | +1,178.1% | -967.9% | +76.7% |
| All | +210.2% | +1,068.2% | -858.1% | +76.7% |
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