+5.8%
HD vs BEN
+19.4%
-13.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.6% | -3.7% |
| 7D | +4.3% | +6.6% | -2.3% | +1.7% |
| 30D | +20.2% | +3.8% | +16.3% | +18.3% |
| 3M | -1.0% | +0.2% | -1.2% | -1.3% |
| 6M | +7.9% | +10.4% | -2.5% | +3.0% |
| YTD | +2.0% | +46.2% | -44.2% | -13.8% |
| 1Y | -4.3% | +52.3% | -56.6% | -20.6% |
| 3Y | +25.9% | +65.9% | -40.0% | -2.5% |
| All | +5.8% | +19.4% | -13.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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