+247.2%
HD vs BB
+28.9%
+218.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +5.2% | +11.6% | -6.4% | +4.1% |
| 30D | +20.7% | +2.6% | +18.1% | +20.1% |
| 3M | +0.8% | +3.5% | -2.7% | -0.2% |
| 6M | +12.2% | +43.5% | -31.3% | +6.2% |
| YTD | +4.2% | +141.2% | -136.9% | -7.1% |
| 1Y | -2.6% | +97.4% | -100.0% | -11.4% |
| 3Y | +30.0% | +151.1% | -121.1% | +11.2% |
| 5Y | +8.1% | -12.8% | +20.9% | 0.0% |
| 10Y | +247.2% | +27.5% | +219.7% | +164.0% |
| All | +247.2% | +28.9% | +218.2% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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