+1,960.4%
HD vs BUD
+201.1%
+1,759.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | +4.3% | +3.1% | +1.2% | +3.1% |
| 6M | -11.1% | +7.9% | -19.0% | -13.7% |
| YTD | -4.7% | +27.3% | -32.0% | -12.7% |
| 1Y | -19.8% | +37.8% | -57.6% | -28.6% |
| 3Y | +4.1% | +49.8% | -45.7% | -11.7% |
| 5Y | +10.3% | +43.8% | -33.5% | -7.1% |
| 10Y | +203.2% | -22.6% | +225.8% | +199.2% |
| All | +1,960.4% | +201.1% | +1,759.3% | +1,005.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling