-23.2%
HD vs BB
+102.8%
-126.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -11.1% | -12.4% | +1.2% | -11.0% |
| 3M | +2.0% | -15.3% | +17.3% | +1.9% |
| 6M | -10.5% | +128.8% | -139.2% | -14.8% |
| YTD | -6.9% | +107.7% | -114.5% | -11.4% |
| 1Y | -23.2% | +103.9% | -127.1% | -27.3% |
| All | -23.2% | +102.8% | -126.0% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling