+1,395.1%
HD vs BR
+1,473.8%
-78.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | +18.5% | +13.7% | +4.8% | +11.7% |
| 3M | +2.2% | +13.8% | -11.7% | -4.0% |
| 6M | +13.8% | +29.7% | -15.9% | -0.2% |
| YTD | +3.4% | -12.6% | +16.0% | +8.3% |
| 1Y | -3.5% | -12.4% | +8.9% | +1.0% |
| 3Y | +29.0% | +14.1% | +14.9% | +17.4% |
| 5Y | +6.1% | +18.7% | -12.6% | -6.5% |
| 10Y | +242.3% | +276.2% | -33.9% | +71.1% |
| All | +1,395.1% | +1,473.8% | -78.7% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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