-11.1%
HD vs BEN
+33.2%
-44.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -8.4% | -0.5% | -7.9% | -8.3% |
| 3M | +4.3% | +9.7% | -5.4% | +1.2% |
| 6M | -11.1% | +33.9% | -45.0% | -22.3% |
| All | -11.1% | +33.2% | -44.3% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling