+5.8%
HD vs BROS
-50.1%
+55.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +4.3% | -21.2% | +25.6% | +7.2% |
| 30D | +20.2% | -11.6% | +31.7% | +21.7% |
| 3M | -1.0% | -36.7% | +35.7% | +4.4% |
| 6M | +7.9% | -42.8% | +50.7% | +14.6% |
| YTD | +2.0% | -44.8% | +46.8% | +8.3% |
| 1Y | -4.3% | -36.5% | +32.2% | -0.2% |
| 3Y | +25.9% | +27.0% | -1.0% | +14.6% |
| All | +5.8% | -50.1% | +55.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling