+30,108.4%
HD vs BRO
+25,667.1%
+4,441.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.8% | -7.6% | +5.8% | 0.0% |
| 30D | -10.8% | -6.9% | -4.0% | -9.4% |
| 3M | -2.7% | +12.8% | -15.5% | -5.6% |
| 6M | -10.3% | -5.9% | -4.4% | -9.5% |
| YTD | -7.8% | -15.9% | +8.1% | -4.7% |
| 1Y | -23.1% | -28.1% | +5.0% | -17.7% |
| 3Y | +2.0% | -7.0% | +9.0% | +2.1% |
| 5Y | +6.2% | +18.0% | -11.8% | +0.1% |
| 10Y | +210.2% | +293.9% | -83.7% | +130.9% |
| All | +30,108.4% | +25,667.1% | +4,441.2% | +19,017.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling