+257.9%
HD vs ATI
+1,119.3%
-861.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.1% |
| 7D | +3.6% | +6.0% | -2.4% | +2.6% |
| 30D | +21.6% | -3.6% | +25.2% | +21.9% |
| 3M | +0.1% | -18.9% | +19.0% | +3.0% |
| 6M | +13.0% | +16.7% | -3.7% | +9.1% |
| YTD | +4.9% | +61.1% | -56.1% | -4.1% |
| 1Y | -2.1% | +89.3% | -91.4% | -12.8% |
| 3Y | +32.6% | +333.3% | -300.7% | +0.2% |
| 5Y | +8.2% | +954.5% | -946.2% | -30.3% |
| 10Y | +257.9% | +1,067.0% | -809.1% | +113.9% |
| All | +257.9% | +1,119.3% | -861.4% | +113.9% |
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