+5.7%
HD vs BROS
+38.3%
-32.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -1.8% | -6.6% | +4.8% | -1.1% |
| 30D | -10.8% | -12.3% | +1.5% | -9.6% |
| 3M | -2.7% | -22.2% | +19.5% | -0.3% |
| 6M | -10.3% | -14.3% | +4.0% | -9.3% |
| YTD | -7.8% | -26.6% | +18.7% | -5.5% |
| 1Y | -23.1% | -31.5% | +8.4% | -20.9% |
| 3Y | +2.0% | +62.3% | -60.2% | -7.8% |
| All | +5.7% | +38.3% | -32.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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