+31,139.8%
HD vs B
+803.7%
+30,336.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -8.4% | +9.4% | -17.9% | -8.6% |
| 3M | +4.3% | +5.0% | -0.6% | +4.2% |
| 6M | -11.1% | -3.5% | -7.6% | -11.2% |
| YTD | -4.7% | +4.5% | -9.1% | -4.9% |
| 1Y | -19.8% | +67.8% | -87.6% | -20.5% |
| 3Y | +4.1% | +196.7% | -192.6% | +2.2% |
| 5Y | +10.3% | +151.9% | -141.6% | +8.3% |
| 10Y | +203.2% | +202.2% | +1.0% | +198.6% |
| All | +31,139.8% | +803.7% | +30,336.1% | +39,296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling