+5.8%
HD vs BAX
-63.7%
+69.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +4.3% | +12.1% | -7.8% | +1.6% |
| 30D | +20.2% | +7.6% | +12.6% | +17.9% |
| 3M | -1.0% | -4.5% | +3.5% | -0.2% |
| 6M | +7.9% | +52.0% | -44.1% | -2.6% |
| YTD | +2.0% | +35.1% | -33.2% | -6.5% |
| 1Y | -4.3% | +43.7% | -48.0% | -13.6% |
| 3Y | +25.9% | -20.9% | +46.9% | +26.7% |
| All | +5.8% | -63.7% | +69.5% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling