+5.8%
HD vs ATI
+871.8%
-866.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.6% |
| 7D | +4.3% | +6.2% | -1.8% | +3.2% |
| 30D | +20.2% | -7.1% | +27.3% | +21.2% |
| 3M | -1.0% | -21.3% | +20.3% | +2.6% |
| 6M | +7.9% | +6.5% | +1.4% | +5.5% |
| YTD | +2.0% | +53.2% | -51.2% | -6.6% |
| 1Y | -4.3% | +82.7% | -87.0% | -15.0% |
| 3Y | +25.9% | +314.3% | -288.4% | -6.9% |
| All | +5.8% | +871.8% | -866.0% | -28.5% |
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