+1,246.7%
HD vs BR
+1,286.0%
-39.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.1% |
| 7D | -1.2% | -5.9% | +4.8% | +1.6% |
| 30D | -11.1% | +1.9% | -13.0% | -12.1% |
| 3M | +2.0% | +14.7% | -12.6% | -4.9% |
| 6M | -10.5% | -12.8% | +2.3% | -5.6% |
| YTD | -6.9% | -23.0% | +16.2% | +3.6% |
| 1Y | -23.2% | -31.7% | +8.5% | -9.5% |
| 3Y | +3.1% | -4.8% | +7.8% | +2.2% |
| 5Y | +7.4% | +7.8% | -0.4% | -1.3% |
| 10Y | +205.0% | +184.1% | +20.9% | +73.2% |
| All | +1,246.7% | +1,286.0% | -39.3% | +233.2% |
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