+8.5%
HD vs BNS
+81.8%
-73.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -1.2% | -3.2% | +2.1% | +0.4% |
| 30D | +20.9% | +5.1% | +15.8% | +18.0% |
| 3M | -0.2% | +6.0% | -6.1% | -3.3% |
| 6M | +14.5% | +23.4% | -8.9% | +2.3% |
| YTD | +4.3% | +30.4% | -26.1% | -9.6% |
| 1Y | -3.5% | +44.0% | -47.4% | -20.7% |
| 3Y | +30.1% | +150.3% | -120.2% | -21.5% |
| 5Y | +8.5% | +83.0% | -74.6% | -22.2% |
| All | +8.5% | +81.8% | -73.4% | -22.2% |
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