+254.2%
HD vs BP
+131.5%
+122.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +4.3% | -11.6% | +16.0% | +6.9% |
| 30D | +20.2% | 0.0% | +20.1% | +19.9% |
| 3M | -1.0% | +6.7% | -7.7% | -2.9% |
| 6M | +7.9% | +2.2% | +5.8% | +6.3% |
| YTD | +2.0% | +33.0% | -31.0% | -6.8% |
| 1Y | -4.3% | +30.7% | -35.0% | -12.2% |
| 3Y | +25.9% | +44.2% | -18.3% | +10.8% |
| 5Y | +5.8% | +105.1% | -99.3% | -18.3% |
| All | +254.2% | +131.5% | +122.7% | +162.0% |
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