-2.6%
HD vs BROS
-37.3%
+34.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -1.0% |
| 7D | +1.5% | +6.3% | -4.8% | +0.4% |
| 30D | +18.0% | -8.3% | +26.3% | +18.9% |
| 3M | +2.8% | -29.8% | +32.6% | +8.2% |
| 6M | +17.0% | -25.8% | +42.8% | +20.0% |
| YTD | +3.5% | -41.4% | +44.9% | +10.5% |
| 1Y | -2.6% | -35.2% | +32.6% | -1.0% |
| All | -2.6% | -37.3% | +34.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling