+30.7%
HD vs AU
+507.6%
-476.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +1.5% | -7.2% | +8.7% | +2.1% |
| 30D | +18.0% | -2.9% | +20.9% | +18.1% |
| 3M | +2.8% | -8.7% | +11.5% | +3.2% |
| 6M | +17.0% | -14.1% | +31.1% | +17.6% |
| YTD | +3.5% | +4.8% | -1.3% | +2.8% |
| 1Y | -2.6% | +11.9% | -14.5% | -3.5% |
| 3Y | +30.7% | +513.8% | -483.1% | +11.1% |
| All | +30.7% | +507.6% | -476.9% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling