+248.6%
HD vs BB
+21.8%
+226.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | +18.0% | +8.1% | +9.9% | +16.8% |
| 3M | +2.8% | -1.0% | +3.8% | +2.3% |
| 6M | +17.0% | +45.9% | -28.9% | +10.4% |
| YTD | +3.5% | +134.8% | -131.3% | -7.5% |
| 1Y | -2.6% | +104.6% | -107.2% | -11.8% |
| 3Y | +30.7% | +152.8% | -122.1% | +11.7% |
| 5Y | +6.2% | -17.4% | +23.7% | -1.2% |
| All | +248.6% | +21.8% | +226.8% | +164.9% |
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