-4.3%
HD vs BN
-9.2%
+4.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +4.3% | +5.3% | -1.0% | +2.2% |
| 30D | +20.2% | +11.9% | +8.3% | +15.0% |
| 3M | -1.0% | -5.7% | +4.7% | +0.6% |
| 6M | +7.9% | -10.6% | +18.5% | +11.4% |
| YTD | +2.0% | -9.4% | +11.3% | +2.5% |
| 1Y | -4.3% | -8.8% | +4.5% | -4.1% |
| All | -4.3% | -9.2% | +4.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling