+10.8%
HD vs BAX
-65.4%
+76.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -2.1% | -1.1% | -0.9% | -1.8% |
| 30D | -8.4% | -5.5% | -3.0% | -7.2% |
| 3M | +4.3% | +33.5% | -29.2% | -2.7% |
| 6M | -11.1% | +35.9% | -47.0% | -17.7% |
| YTD | -4.7% | +35.4% | -40.0% | -12.4% |
| 1Y | -19.8% | +9.8% | -29.6% | -23.1% |
| 3Y | +4.1% | -32.7% | +36.8% | +9.2% |
| All | +10.8% | -65.4% | +76.2% | +39.6% |
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 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