+7.3%
HD vs BG
+85.5%
-78.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.8% |
| 7D | -1.2% | +2.4% | -3.5% | -1.5% |
| 30D | -11.1% | +15.0% | -26.2% | -12.7% |
| 3M | +2.0% | -0.7% | +2.7% | +2.0% |
| 6M | -10.5% | +7.5% | -18.0% | -11.8% |
| YTD | -6.9% | +41.6% | -48.5% | -12.3% |
| 1Y | -23.2% | +50.7% | -73.8% | -28.5% |
| 3Y | +3.1% | +20.3% | -17.2% | -1.8% |
| All | +7.3% | +85.5% | -78.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling