-3.5%
HD vs B
+13.3%
-16.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | +20.9% | -4.3% | +25.2% | +21.2% |
| 3M | -0.2% | -2.3% | +2.1% | -0.2% |
| 6M | +14.5% | -16.2% | +30.7% | +16.1% |
| YTD | +4.3% | -8.8% | +13.1% | +4.5% |
| 1Y | -3.5% | +11.4% | -14.8% | -1.6% |
| All | -3.5% | +13.3% | -16.8% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling