+2.1%
HD vs BNS
+127.2%
-125.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | -10.8% | +4.0% | -14.9% | -12.5% |
| 3M | -2.7% | +13.8% | -16.5% | -8.6% |
| 6M | -10.3% | +32.7% | -43.0% | -21.5% |
| YTD | -7.8% | +27.6% | -35.4% | -18.3% |
| 1Y | -23.1% | +47.4% | -70.5% | -36.4% |
| All | +2.1% | +127.2% | -125.1% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling