+31,139.8%
HD vs BP
+1,327.5%
+29,812.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | +3.9% | -6.0% | -3.2% |
| 30D | -8.4% | +7.6% | -16.0% | -10.5% |
| 3M | +4.3% | +0.7% | +3.6% | +3.3% |
| 6M | -11.1% | +15.5% | -26.6% | -16.1% |
| YTD | -4.7% | +30.8% | -35.5% | -13.6% |
| 1Y | -19.8% | +34.3% | -54.1% | -28.1% |
| 3Y | +4.1% | +35.1% | -30.9% | -8.4% |
| 5Y | +10.3% | +126.8% | -116.5% | -20.0% |
| 10Y | +203.2% | +123.4% | +79.8% | +107.3% |
| All | +31,139.8% | +1,327.5% | +29,812.3% | +11,451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling