+5.8%
HD vs BB
-20.8%
+26.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.3% |
| 7D | +4.3% | +3.8% | +0.5% | +3.9% |
| 30D | +20.2% | -0.3% | +20.5% | +19.8% |
| 3M | -1.0% | -0.5% | -0.6% | -1.6% |
| 6M | +7.9% | +45.9% | -38.0% | +0.6% |
| YTD | +2.0% | +130.6% | -128.6% | -11.0% |
| 1Y | -4.3% | +89.2% | -93.5% | -14.4% |
| 3Y | +25.9% | +137.5% | -111.6% | +3.9% |
| All | +5.8% | -20.8% | +26.6% | +0.7% |
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