+31,139.8%
HD vs BN
+15,251.3%
+15,888.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | -2.5% | +0.4% | -1.2% |
| 30D | -8.4% | -9.5% | +1.1% | -5.1% |
| 3M | +4.3% | -10.4% | +14.7% | +8.5% |
| 6M | -11.1% | -6.4% | -4.8% | -9.2% |
| YTD | -4.7% | -11.9% | +7.2% | -0.9% |
| 1Y | -19.8% | -8.6% | -11.2% | -18.0% |
| 3Y | +4.1% | +77.6% | -73.5% | -17.9% |
| 5Y | +10.3% | +37.0% | -26.7% | -6.2% |
| 10Y | +203.2% | +266.4% | -63.2% | +79.2% |
| All | +31,139.8% | +15,251.3% | +15,888.5% | +7,693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling