+210.2%
HD vs BAX
-37.8%
+248.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -1.8% | -5.1% | +3.3% | -0.2% |
| 30D | -10.8% | -12.2% | +1.3% | -7.1% |
| 3M | -2.7% | +21.8% | -24.5% | -9.0% |
| 6M | -10.3% | +36.3% | -46.6% | -19.3% |
| YTD | -7.8% | +27.8% | -35.6% | -16.4% |
| 1Y | -23.1% | -0.1% | -23.1% | -25.0% |
| 3Y | +2.0% | -33.3% | +35.3% | +10.0% |
| 5Y | +6.2% | -67.1% | +73.3% | +51.4% |
| 10Y | +210.2% | -36.9% | +247.1% | +259.3% |
| All | +210.2% | -37.8% | +248.0% | +259.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling