+4.5%
HD vs AUR
-35.1%
+39.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -3.8% | +1.4% | -5.3% | -3.9% |
| 30D | -9.4% | -6.4% | -3.0% | -9.1% |
| 3M | -4.6% | +7.7% | -12.3% | -5.5% |
| 6M | -10.1% | +44.5% | -54.6% | -13.5% |
| YTD | -8.3% | +67.4% | -75.8% | -13.1% |
| 1Y | -25.0% | +15.4% | -40.5% | -27.1% |
| 3Y | +1.5% | +94.8% | -93.3% | -11.9% |
| All | +4.5% | -35.1% | +39.5% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling