+1.5%
HD vs BKR
+68.5%
-66.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -3.8% | -7.0% | +3.2% | -3.0% |
| 30D | -9.4% | -8.1% | -1.3% | -8.6% |
| 3M | -4.6% | -6.6% | +2.0% | -3.8% |
| 6M | -10.1% | +0.9% | -10.9% | -10.8% |
| YTD | -8.3% | +31.1% | -39.4% | -13.0% |
| 1Y | -25.0% | +27.7% | -52.7% | -28.7% |
| 3Y | +1.5% | +71.2% | -69.7% | -10.4% |
| All | +1.5% | +68.5% | -66.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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