-4.6%
HD vs AU
+42.5%
-47.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.0% | -1.5% | +5.6% |
| 7D | +11.9% | +0.8% | +11.2% | +11.7% |
| 30D | +26.4% | -7.0% | +33.4% | +27.1% |
| 3M | +2.8% | +8.5% | -5.7% | +1.4% |
| 6M | +15.5% | -1.3% | +16.7% | +14.5% |
| YTD | +5.5% | +6.8% | -1.2% | +5.5% |
| 1Y | -4.6% | +44.6% | -49.2% | -3.5% |
| All | -4.6% | +42.5% | -47.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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