-4.6%
HD vs BP
+35.3%
-39.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.2% | +10.7% | +5.3% |
| 7D | +11.9% | -8.4% | +20.3% | +9.4% |
| 30D | +26.4% | +2.2% | +24.2% | +27.2% |
| 3M | +2.8% | +8.8% | -6.0% | +5.8% |
| 6M | +15.5% | -0.5% | +16.0% | +17.3% |
| YTD | +5.5% | +36.2% | -30.7% | +7.3% |
| 1Y | -4.6% | +36.6% | -41.1% | -3.8% |
| All | -4.6% | +35.3% | -39.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling