-3.5%
HD vs BG
+6.6%
-10.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +1.5% | -1.9% | -0.4% |
| 30D | +18.5% | -7.0% | +25.5% | +18.1% |
| 3M | +2.2% | -10.0% | +12.1% | +1.4% |
| 6M | +13.8% | -19.8% | +33.7% | +13.7% |
| YTD | +3.4% | +14.3% | -10.9% | -10.3% |
| 1Y | -3.5% | +6.5% | -10.0% | -13.7% |
| All | -3.5% | +6.6% | -10.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling