+6.2%
HD vs BNS
+93.4%
-87.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | -10.8% | +4.0% | -14.9% | -12.8% |
| 3M | -2.7% | +13.8% | -16.5% | -9.2% |
| 6M | -10.3% | +32.7% | -43.0% | -22.6% |
| YTD | -7.8% | +27.6% | -35.4% | -19.2% |
| 1Y | -23.1% | +47.4% | -70.5% | -37.6% |
| 3Y | +2.0% | +129.0% | -127.0% | -35.3% |
| 5Y | +6.2% | +92.7% | -86.5% | -25.9% |
| All | +6.2% | +93.4% | -87.1% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling