+203.4%
HD vs BG
+171.4%
+32.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -3.9% | +3.7% | -7.6% | -4.7% |
| 30D | -13.1% | +12.3% | -25.5% | -15.6% |
| 3M | -3.4% | -2.2% | -1.2% | -3.4% |
| 6M | -12.6% | +5.3% | -17.9% | -14.5% |
| YTD | -9.2% | +42.4% | -51.6% | -17.8% |
| 1Y | -23.9% | +55.2% | -79.1% | -32.9% |
| 3Y | +0.4% | +21.0% | -20.5% | -7.0% |
| 5Y | +4.5% | +87.1% | -82.6% | -17.5% |
| All | +203.4% | +171.4% | +32.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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