+8.2%
HD vs B
+147.6%
-139.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.4% |
| 7D | +3.6% | +11.3% | -7.7% | +2.3% |
| 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% | +3.9% |
| 1Y | -2.1% | +30.4% | -32.5% | -6.1% |
| 3Y | +32.6% | +195.3% | -162.7% | +10.5% |
| 5Y | +8.2% | +146.2% | -138.0% | -8.4% |
| All | +8.2% | +147.6% | -139.4% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling