+5.8%
HD vs DOW
-30.0%
+35.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +4.3% | -9.5% | +13.8% | +6.3% |
| 30D | +20.2% | +13.1% | +7.1% | +17.2% |
| 3M | -1.0% | +4.8% | -5.8% | -2.3% |
| 6M | +7.9% | -16.7% | +24.6% | +11.4% |
| YTD | +2.0% | +38.9% | -36.9% | -10.8% |
| 1Y | -4.3% | +48.3% | -52.6% | -18.1% |
| 3Y | +25.9% | -24.4% | +50.3% | +32.9% |
| All | +5.8% | -30.0% | +35.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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