+1,026.9%
HD vs BG
+1,131.5%
-104.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -2.1% | +2.8% | -4.8% | -2.7% |
| 30D | -8.4% | +12.0% | -20.5% | -10.8% |
| 3M | +4.3% | -7.7% | +12.0% | +5.7% |
| 6M | -11.1% | +4.5% | -15.6% | -12.8% |
| YTD | -4.7% | +35.7% | -40.4% | -11.9% |
| 1Y | -19.8% | +50.1% | -69.9% | -27.8% |
| 3Y | +4.1% | +12.6% | -8.5% | -1.4% |
| 5Y | +10.3% | +75.4% | -65.1% | -7.7% |
| 10Y | +203.2% | +150.5% | +52.7% | +122.1% |
| All | +1,026.9% | +1,131.5% | -104.5% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling