+257.9%
HD vs B
+183.2%
+74.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.4% |
| 7D | +3.6% | +11.3% | -7.7% | +2.4% |
| 30D | +21.6% | +2.9% | +18.6% | +21.0% |
| 3M | +0.1% | -2.9% | +3.0% | +0.2% |
| 6M | +13.0% | -1.2% | +14.2% | +12.5% |
| YTD | +4.9% | -1.3% | +6.3% | +4.1% |
| 1Y | -2.1% | +30.4% | -32.5% | -5.8% |
| 3Y | +32.6% | +195.3% | -162.7% | +14.2% |
| 5Y | +8.2% | +146.2% | -138.0% | -6.2% |
| 10Y | +257.9% | +200.5% | +57.4% | +208.2% |
| All | +257.9% | +183.2% | +74.7% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling