+1,474.4%
HD vs BNS
+1,498.6%
-24.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -1.2% | -3.2% | +2.1% | +0.5% |
| 30D | +20.9% | +5.1% | +15.8% | +17.9% |
| 3M | -0.2% | +6.0% | -6.1% | -3.4% |
| 6M | +14.5% | +23.4% | -8.9% | +2.4% |
| YTD | +4.3% | +30.4% | -26.1% | -9.5% |
| 1Y | -3.5% | +44.0% | -47.4% | -20.5% |
| 3Y | +30.1% | +150.3% | -120.2% | -19.9% |
| 5Y | +8.5% | +83.0% | -74.6% | -22.5% |
| 10Y | +245.3% | +190.9% | +54.4% | +88.7% |
| All | +1,474.4% | +1,498.6% | -24.2% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling