-4.6%
HD vs AUR
-17.4%
+12.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +11.0% | +6.6% |
| 7D | +11.9% | -19.8% | +31.8% | +12.6% |
| 30D | +26.4% | -29.0% | +55.5% | +27.8% |
| 3M | +2.8% | -43.6% | +46.4% | +4.8% |
| 6M | +15.5% | -36.6% | +52.1% | +16.3% |
| YTD | +5.5% | +6.3% | -0.7% | +0.7% |
| 1Y | -4.6% | -9.0% | +4.4% | -8.2% |
| All | -4.6% | -17.4% | +12.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling