+33,321.4%
HD vs BAX
+898.9%
+32,422.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +4.3% | +12.1% | -7.8% | +0.5% |
| 30D | +20.2% | +7.6% | +12.6% | +17.0% |
| 3M | -1.0% | -4.5% | +3.5% | +0.1% |
| 6M | +7.9% | +52.0% | -44.1% | -6.8% |
| YTD | +2.0% | +35.1% | -33.2% | -9.7% |
| 1Y | -4.3% | +43.7% | -48.0% | -17.1% |
| 3Y | +25.9% | -20.9% | +46.9% | +27.6% |
| 5Y | +5.8% | -63.5% | +69.4% | +36.6% |
| 10Y | +262.5% | -36.0% | +298.5% | +281.4% |
| All | +33,321.4% | +898.9% | +32,422.5% | +9,508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling