+206.4%
HD vs BRO
+294.2%
-87.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -3.8% | -7.3% | +3.5% | -0.2% |
| 30D | -9.4% | -6.9% | -2.6% | -6.4% |
| 3M | -4.6% | +10.7% | -15.3% | -9.9% |
| 6M | -10.1% | -2.7% | -7.4% | -10.0% |
| YTD | -8.3% | -16.3% | +8.0% | -1.4% |
| 1Y | -25.0% | -29.1% | +4.1% | -12.4% |
| 3Y | +1.5% | -7.8% | +9.4% | -1.3% |
| 5Y | +5.6% | +18.7% | -13.2% | -15.3% |
| All | +206.4% | +294.2% | -87.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling