+33,321.4%
HD vs BP
+1,351.0%
+31,970.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +4.3% | -11.6% | +16.0% | +7.8% |
| 30D | +20.2% | 0.0% | +20.1% | +19.8% |
| 3M | -1.0% | +6.7% | -7.7% | -3.4% |
| 6M | +7.9% | +2.2% | +5.8% | +5.8% |
| YTD | +2.0% | +33.0% | -31.0% | -8.4% |
| 1Y | -4.3% | +30.7% | -35.0% | -13.7% |
| 3Y | +25.9% | +44.2% | -18.3% | +8.3% |
| 5Y | +5.8% | +105.1% | -99.3% | -20.9% |
| 10Y | +262.5% | +133.5% | +129.0% | +143.7% |
| All | +33,321.4% | +1,351.0% | +31,970.4% | +12,147.0% |
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 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