-23.2%
HD vs BAX
+2.7%
-25.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.4% |
| 7D | -1.2% | -2.4% | +1.3% | -0.6% |
| 30D | -11.1% | -9.7% | -1.4% | -9.0% |
| 3M | +2.0% | +29.3% | -27.2% | -3.8% |
| 6M | -10.5% | +40.7% | -51.1% | -17.2% |
| YTD | -6.9% | +30.3% | -37.1% | -14.0% |
| 1Y | -23.2% | +3.4% | -26.6% | -28.5% |
| All | -23.2% | +2.7% | -25.9% | -28.5% |
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