+34,289.6%
HD vs BN
+16,294.4%
+17,995.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.5% |
| 7D | +3.6% | +3.6% | 0.0% | +2.3% |
| 30D | +21.6% | +15.9% | +5.7% | +15.4% |
| 3M | +0.1% | -2.3% | +2.5% | +1.0% |
| 6M | +13.0% | -8.4% | +21.4% | +16.5% |
| YTD | +4.9% | -5.9% | +10.8% | +6.6% |
| 1Y | -2.1% | -5.6% | +3.5% | -0.8% |
| 3Y | +32.6% | +104.2% | -71.6% | -0.2% |
| 5Y | +8.2% | +35.5% | -27.2% | -7.5% |
| 10Y | +257.9% | +285.2% | -27.3% | +107.9% |
| All | +34,289.6% | +16,294.4% | +17,995.2% | +8,283.2% |
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