+7.4%
HD vs ATI
+1,101.9%
-1,094.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -1.2% | +3.2% | -4.3% | -1.7% |
| 30D | -11.1% | -9.0% | -2.1% | -9.8% |
| 3M | +2.0% | +15.1% | -13.1% | -0.8% |
| 6M | -10.5% | +38.1% | -48.6% | -15.8% |
| YTD | -6.9% | +80.7% | -87.5% | -16.2% |
| 1Y | -23.2% | +167.5% | -190.7% | -35.4% |
| 3Y | +3.1% | +366.0% | -362.9% | -23.4% |
| 5Y | +7.4% | +1,088.8% | -1,081.4% | -25.7% |
| All | +7.4% | +1,101.9% | -1,094.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling