-2.6%
HD vs BP
+28.1%
-30.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | -6.3% | +11.5% | +3.3% |
| 30D | +20.7% | -3.6% | +24.3% | +19.6% |
| 3M | +0.8% | +5.2% | -4.4% | +2.6% |
| 6M | +12.2% | +5.3% | +6.9% | +15.1% |
| YTD | +4.2% | +33.1% | -28.9% | +4.8% |
| 1Y | -2.6% | +26.3% | -28.8% | -1.8% |
| All | -2.6% | +28.1% | -30.6% | -1.8% |
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