+6.7%
HD vs BUD
+51.6%
-45.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | +18.0% | +6.7% | +11.3% | +15.5% |
| 3M | +2.8% | +5.7% | -2.9% | +0.9% |
| 6M | +17.0% | +5.8% | +11.2% | +14.6% |
| YTD | +3.5% | +34.4% | -30.9% | -5.7% |
| 1Y | -2.6% | +33.3% | -35.9% | -11.1% |
| 3Y | +30.7% | +48.8% | -18.1% | +13.7% |
| All | +6.7% | +51.6% | -45.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling