+1,527.6%
HD vs BAH
+1,056.2%
+471.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -0.7% |
| 7D | +4.3% | -3.5% | +7.9% | +5.3% |
| 30D | +20.2% | +24.3% | -4.1% | +13.8% |
| 3M | -1.0% | +16.3% | -17.3% | -4.9% |
| 6M | +7.9% | +13.6% | -5.7% | +3.6% |
| YTD | +2.0% | +3.5% | -1.5% | -0.9% |
| 1Y | -4.3% | +2.7% | -7.0% | -7.0% |
| 3Y | +25.9% | -26.6% | +52.5% | +29.2% |
| 5Y | +5.8% | +8.5% | -2.7% | -4.7% |
| 10Y | +262.5% | +225.1% | +37.4% | +148.2% |
| All | +1,527.6% | +1,056.2% | +471.4% | +705.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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