+203.4%
HD vs BBY
+242.2%
-38.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -13.1% | +5.8% | -18.9% | -15.1% |
| 3M | -3.4% | +18.0% | -21.5% | -9.4% |
| 6M | -12.6% | +39.8% | -52.4% | -23.4% |
| YTD | -9.2% | +35.4% | -44.6% | -20.0% |
| 1Y | -23.9% | +21.4% | -45.3% | -30.6% |
| 3Y | +0.4% | +39.5% | -39.1% | -17.0% |
| 5Y | +4.5% | -0.5% | +5.0% | -4.9% |
| All | +203.4% | +242.2% | -38.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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