+4.5%
HD vs BLK
+32.0%
-27.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -3.8% | -3.3% | -0.5% | -2.2% |
| 30D | -9.4% | -6.5% | -2.9% | -6.4% |
| 3M | -4.6% | +6.7% | -11.3% | -8.0% |
| 6M | -10.1% | +14.7% | -24.8% | -16.6% |
| YTD | -8.3% | +2.5% | -10.9% | -10.7% |
| 1Y | -25.0% | -2.8% | -22.2% | -25.1% |
| 3Y | +1.5% | +65.9% | -64.3% | -25.2% |
| All | +4.5% | +32.0% | -27.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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