+28.0%
HD vs COMP
-52.0%
+79.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.6% | -3.2% |
| 7D | +4.3% | +13.4% | -9.1% | +2.6% |
| 30D | +20.2% | +11.1% | +9.1% | +18.4% |
| 3M | -1.0% | -18.8% | +17.8% | +1.2% |
| 6M | +7.9% | +10.5% | -2.6% | +5.8% |
| YTD | +2.0% | -3.4% | +5.4% | +0.5% |
| 1Y | -4.3% | +19.7% | -24.0% | -8.2% |
| 3Y | +25.9% | +381.6% | -355.7% | -1.1% |
| 5Y | +5.8% | -17.6% | +23.4% | -11.8% |
| All | +28.0% | -52.0% | +79.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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