-11.1%
HD vs AU
-3.0%
-8.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.3% |
| 7D | -2.1% | -3.6% | +1.6% | -1.5% |
| 30D | -8.4% | +23.9% | -32.3% | -12.1% |
| 3M | +4.3% | +19.1% | -14.7% | +0.7% |
| 6M | -11.1% | -0.2% | -11.0% | -11.7% |
| All | -11.1% | -3.0% | -8.1% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling