-4.6%
HD vs BAX
+46.0%
-50.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.6% | +5.5% |
| 7D | +11.9% | +4.1% | +7.8% | +10.5% |
| 30D | +26.4% | +9.4% | +17.0% | +23.1% |
| 3M | +2.8% | -6.5% | +9.3% | +4.3% |
| 6M | +15.5% | +59.6% | -44.1% | +1.8% |
| YTD | +5.5% | +38.9% | -33.3% | -8.6% |
| 1Y | -4.6% | +48.0% | -52.6% | -19.6% |
| All | -4.6% | +46.0% | -50.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling