+10.8%
HD vs BB
-30.6%
+41.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | -5.6% | +3.6% | -1.4% |
| 30D | -8.4% | -11.8% | +3.4% | -7.3% |
| 3M | +4.3% | -25.5% | +29.9% | +6.7% |
| 6M | -11.1% | +121.3% | -132.4% | -21.4% |
| YTD | -4.7% | +103.2% | -107.8% | -14.8% |
| 1Y | -19.8% | +102.6% | -122.4% | -28.8% |
| 3Y | +4.1% | +37.5% | -33.4% | -6.1% |
| All | +10.8% | -30.6% | +41.4% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling