+30.0%
HD vs BG
+4.4%
+25.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | +5.2% | +5.0% | +0.2% | +4.8% |
| 30D | +20.7% | -3.2% | +23.9% | +21.0% |
| 3M | +0.8% | -11.2% | +12.0% | +1.5% |
| 6M | +12.2% | -19.4% | +31.7% | +14.1% |
| YTD | +4.2% | +13.6% | -9.4% | -0.1% |
| 1Y | -2.6% | +7.3% | -9.8% | -5.8% |
| 3Y | +30.0% | +3.8% | +26.2% | +27.5% |
| All | +30.0% | +4.4% | +25.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling