+248.1%
HD vs BAX
-36.0%
+284.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | -0.5% | +0.4% | -0.8% | -0.6% |
| 30D | +18.5% | +3.4% | +15.1% | +16.9% |
| 3M | +2.2% | -4.5% | +6.6% | +3.3% |
| 6M | +13.8% | +44.0% | -30.2% | +0.6% |
| YTD | +3.4% | +34.9% | -31.5% | -8.2% |
| 1Y | -3.5% | +37.9% | -41.4% | -15.0% |
| 3Y | +29.0% | -17.1% | +46.1% | +28.3% |
| 5Y | +6.1% | -64.3% | +70.4% | +47.0% |
| All | +248.1% | -36.0% | +284.1% | +322.3% |
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