+7.9%
HD vs DOW
-15.7%
+23.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -2.2% |
| 7D | +4.3% | -9.5% | +13.8% | +2.3% |
| 30D | +20.2% | +13.1% | +7.1% | +23.2% |
| 3M | -1.0% | +4.8% | -5.8% | -0.3% |
| 6M | +7.9% | -16.7% | +24.6% | +1.4% |
| All | +7.9% | -15.7% | +23.6% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling