+1,387.9%
HD vs BIL
+30.3%
+1,357.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +6.4% | -0.3% | +6.6% | +5.1% |
| 30D | +22.1% | 0.0% | +22.1% | +21.9% |
| 3M | -0.2% | +0.3% | -0.5% | +1.3% |
| 6M | +12.6% | +1.2% | +11.4% | +19.1% |
| YTD | +3.9% | +2.4% | +1.5% | +16.3% |
| 1Y | -3.7% | +3.0% | -6.8% | +10.8% |
| 3Y | +27.9% | +13.1% | +14.7% | +129.4% |
| 5Y | +7.8% | +19.4% | -11.6% | +152.5% |
| 10Y | +269.4% | +25.2% | +244.2% | +995.0% |
| All | +1,387.9% | +30.3% | +1,357.6% | +4,762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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