+203.4%
HD vs AU
+694.8%
-491.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.3% |
| 7D | -3.9% | -7.0% | +3.1% | -3.5% |
| 30D | -13.1% | +7.3% | -20.4% | -13.6% |
| 3M | -3.4% | +33.2% | -36.7% | -5.3% |
| 6M | -12.6% | -0.6% | -11.9% | -13.0% |
| YTD | -9.2% | +26.2% | -35.4% | -11.0% |
| 1Y | -23.9% | +68.3% | -92.2% | -26.8% |
| 3Y | +0.4% | +592.1% | -591.7% | -12.2% |
| 5Y | +4.5% | +685.3% | -680.7% | -10.3% |
| All | +203.4% | +694.8% | -491.5% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling