+19.6%
HD vs COMP
-47.7%
+67.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.1% | +1.4% | -3.4% | -2.2% |
| 30D | -8.4% | -13.3% | +4.9% | -6.9% |
| 3M | +4.3% | +41.1% | -36.8% | -0.1% |
| 6M | -11.1% | +17.2% | -28.3% | -13.8% |
| YTD | -4.7% | +5.2% | -9.9% | -6.8% |
| 1Y | -19.8% | +18.9% | -38.7% | -23.1% |
| 3Y | +4.1% | +215.9% | -211.8% | -14.6% |
| 5Y | +10.3% | -31.2% | +41.5% | -8.3% |
| All | +19.6% | -47.7% | +67.3% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling