+3.1%
HD vs AU
+624.5%
-621.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -11.1% | +12.8% | -23.9% | -12.0% |
| 3M | +2.0% | +28.5% | -26.4% | +0.1% |
| 6M | -10.5% | +4.8% | -15.3% | -11.4% |
| YTD | -6.9% | +31.0% | -37.8% | -8.8% |
| 1Y | -23.2% | +81.4% | -104.6% | -26.1% |
| 3Y | +3.1% | +618.4% | -615.4% | -13.3% |
| All | +3.1% | +624.5% | -621.4% | -13.3% |
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