+248.1%
HD vs BP
+141.7%
+106.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -1.0% |
| 30D | +18.5% | -5.6% | +24.1% | +19.7% |
| 3M | +2.2% | +8.0% | -5.9% | 0.0% |
| 6M | +13.8% | +5.7% | +8.2% | +11.4% |
| YTD | +3.4% | +36.8% | -33.4% | -6.0% |
| 1Y | -3.5% | +30.7% | -34.2% | -11.4% |
| 3Y | +29.0% | +51.6% | -22.6% | +12.2% |
| 5Y | +6.1% | +112.2% | -106.1% | -18.7% |
| All | +248.1% | +141.7% | +106.4% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling