+205.0%
HD vs BP
+126.3%
+78.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -11.1% | +9.1% | -20.3% | -12.9% |
| 3M | +2.0% | +3.9% | -1.9% | +0.6% |
| 6M | -10.5% | +13.6% | -24.1% | -14.2% |
| YTD | -6.9% | +34.0% | -40.9% | -14.7% |
| 1Y | -23.2% | +39.2% | -62.4% | -30.6% |
| 3Y | +3.1% | +36.4% | -33.3% | -7.7% |
| 5Y | +7.4% | +135.8% | -128.4% | -20.8% |
| 10Y | +205.0% | +125.0% | +80.0% | +116.9% |
| All | +205.0% | +126.3% | +78.7% | +116.9% |
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