+206.4%
HD vs BNY
+416.3%
-209.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | -9.4% | -0.2% | -9.3% | -9.4% |
| 3M | -4.6% | +14.9% | -19.5% | -10.2% |
| 6M | -10.1% | +40.0% | -50.1% | -22.1% |
| YTD | -8.3% | +42.0% | -50.3% | -21.4% |
| 1Y | -25.0% | +56.9% | -81.9% | -38.5% |
| 3Y | +1.5% | +289.9% | -288.3% | -44.3% |
| 5Y | +5.6% | +259.2% | -253.6% | -41.6% |
| All | +206.4% | +416.3% | -209.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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