+7.8%
HD vs COMP
-28.0%
+35.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.6% | -0.5% |
| 7D | +6.4% | -1.8% | +8.2% | +6.6% |
| 30D | +22.1% | -0.8% | +22.8% | +22.1% |
| 3M | -0.2% | -28.1% | +28.0% | +3.8% |
| 6M | +12.6% | +27.0% | -14.4% | +8.3% |
| YTD | +3.9% | -12.8% | +16.7% | +3.7% |
| 1Y | -3.7% | +4.9% | -8.6% | -6.2% |
| 3Y | +27.9% | +321.0% | -293.2% | +0.8% |
| 5Y | +7.8% | -25.6% | +33.4% | -5.5% |
| All | +7.8% | -28.0% | +35.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling