+25.9%
HD vs BP
+42.8%
-16.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.9% |
| 7D | +4.3% | -11.6% | +16.0% | +4.1% |
| 30D | +20.2% | 0.0% | +20.1% | +20.0% |
| 3M | -1.0% | +6.7% | -7.7% | -1.1% |
| 6M | +7.9% | +2.2% | +5.8% | +8.1% |
| YTD | +2.0% | +33.0% | -31.0% | -2.2% |
| 1Y | -4.3% | +30.7% | -35.0% | -8.1% |
| 3Y | +25.9% | +44.2% | -18.3% | +17.7% |
| All | +25.9% | +42.8% | -16.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling