+25.9%
HD vs B
+165.5%
-139.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | +4.3% | +9.6% | -5.3% | +3.4% |
| 30D | +20.2% | +3.5% | +16.7% | +19.6% |
| 3M | -1.0% | -1.6% | +0.6% | -1.1% |
| 6M | +7.9% | -1.7% | +9.6% | +7.5% |
| YTD | +2.0% | -5.3% | +7.3% | +1.6% |
| 1Y | -4.3% | +27.2% | -31.5% | -6.6% |
| 3Y | +25.9% | +166.1% | -140.2% | +10.2% |
| All | +25.9% | +165.5% | -139.5% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling