-2.6%
HD vs ATI
+85.0%
-87.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.4% |
| 3M | +0.8% | -19.9% | +20.7% | +5.0% |
| 6M | +12.2% | +15.4% | -3.1% | +5.0% |
| YTD | +4.2% | +59.2% | -55.0% | -10.9% |
| 1Y | -2.6% | +86.3% | -88.8% | -21.8% |
| All | -2.6% | +85.0% | -87.5% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling