+206.4%
HD vs BNS
+188.9%
+17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | -9.4% | +3.5% | -12.9% | -11.2% |
| 3M | -4.6% | +14.1% | -18.7% | -11.3% |
| 6M | -10.1% | +33.8% | -43.9% | -23.1% |
| YTD | -8.3% | +29.5% | -37.8% | -20.4% |
| 1Y | -25.0% | +48.4% | -73.4% | -39.5% |
| 3Y | +1.5% | +129.6% | -128.1% | -35.8% |
| 5Y | +5.6% | +96.1% | -90.5% | -28.1% |
| All | +206.4% | +188.9% | +17.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling