+205.0%
HD vs BB
+3.3%
+201.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -11.1% | -12.4% | +1.2% | -10.1% |
| 3M | +2.0% | -15.3% | +17.3% | +2.8% |
| 6M | -10.5% | +128.8% | -139.2% | -19.5% |
| YTD | -6.9% | +107.7% | -114.5% | -15.4% |
| 1Y | -23.2% | +103.9% | -127.1% | -30.5% |
| 3Y | +3.1% | +72.6% | -69.5% | -8.3% |
| 5Y | +7.4% | -24.3% | +31.6% | +0.9% |
| 10Y | +205.0% | +3.1% | +201.9% | +128.9% |
| All | +205.0% | +3.3% | +201.7% | +128.9% |
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