+6.2%
HD vs AU
+688.4%
-682.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | -1.8% | +0.6% | -2.5% | -1.9% |
| 30D | -10.8% | +12.3% | -23.1% | -11.7% |
| 3M | -2.7% | +29.4% | -32.0% | -4.8% |
| 6M | -10.3% | +3.2% | -13.5% | -11.1% |
| YTD | -7.8% | +31.8% | -39.6% | -10.3% |
| 1Y | -23.1% | +83.4% | -106.5% | -27.1% |
| 3Y | +2.0% | +623.1% | -621.1% | -15.4% |
| 5Y | +6.2% | +700.5% | -694.3% | -11.8% |
| All | +6.2% | +688.4% | -682.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling