+30,108.4%
HD vs BNY
+8,059.7%
+22,048.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -10.8% | +1.9% | -12.8% | -11.5% |
| 3M | -2.7% | +13.9% | -16.6% | -7.7% |
| 6M | -10.3% | +42.3% | -52.6% | -21.9% |
| YTD | -7.8% | +41.7% | -49.5% | -20.0% |
| 1Y | -23.1% | +57.8% | -81.0% | -36.1% |
| 3Y | +2.0% | +290.4% | -288.4% | -40.6% |
| 5Y | +6.2% | +252.0% | -245.8% | -36.8% |
| 10Y | +210.2% | +412.4% | -202.2% | +53.2% |
| All | +30,108.4% | +8,059.7% | +22,048.7% | +4,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling