-11.1%
HD vs B
-4.5%
-6.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.8% |
| 30D | -8.4% | +9.4% | -17.9% | -9.9% |
| 3M | +4.3% | +5.0% | -0.6% | +3.4% |
| 6M | -11.1% | -3.5% | -7.6% | -10.7% |
| All | -11.1% | -4.5% | -6.6% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling