+1,133.2%
HD vs BG
+940.3%
+192.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -1.2% | +3.4% | -4.5% | -1.9% |
| 30D | +20.9% | -3.8% | +24.7% | +21.8% |
| 3M | -0.2% | -9.6% | +9.4% | +1.6% |
| 6M | +14.5% | -19.5% | +34.0% | +19.0% |
| YTD | +4.3% | +14.6% | -10.3% | -0.3% |
| 1Y | -3.5% | +6.6% | -10.1% | -6.2% |
| 3Y | +30.1% | +4.7% | +25.5% | +24.9% |
| 5Y | +8.5% | +22.1% | -13.6% | -1.6% |
| 10Y | +245.3% | +109.2% | +136.1% | +162.8% |
| All | +1,133.2% | +940.3% | +192.9% | +618.9% |
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