+208.5%
HD vs BUD
-23.7%
+232.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | -8.4% | -5.7% | -2.7% | -6.7% |
| 3M | +4.3% | +3.1% | +1.2% | +3.2% |
| 6M | -11.1% | +7.9% | -19.0% | -13.5% |
| YTD | -4.7% | +27.3% | -32.0% | -11.9% |
| 1Y | -19.8% | +37.8% | -57.6% | -27.7% |
| 3Y | +4.1% | +49.8% | -45.7% | -10.2% |
| 5Y | +10.3% | +43.8% | -33.5% | -5.5% |
| All | +208.5% | -23.7% | +232.2% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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