+257.9%
HD vs BUD
-8.7%
+266.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.5% |
| 7D | +3.6% | +1.3% | +2.3% | +3.2% |
| 30D | +21.6% | +10.0% | +11.5% | +17.9% |
| 3M | +0.1% | +1.6% | -1.5% | -0.5% |
| 6M | +13.0% | +6.5% | +6.5% | +10.6% |
| YTD | +4.9% | +34.8% | -29.9% | -4.9% |
| 1Y | -2.1% | +36.5% | -38.5% | -11.5% |
| 3Y | +32.6% | +49.0% | -16.4% | +14.6% |
| 5Y | +8.2% | +51.7% | -43.5% | -8.7% |
| 10Y | +257.9% | -7.5% | +265.5% | +209.5% |
| All | +257.9% | -8.7% | +266.6% | +209.5% |
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