+203.4%
HD vs EQIX
+242.1%
-38.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | -3.9% | -1.6% | -2.3% | -3.3% |
| 30D | -13.1% | -0.4% | -12.8% | -13.2% |
| 3M | -3.4% | -0.9% | -2.5% | -3.6% |
| 6M | -12.6% | +8.1% | -20.7% | -15.7% |
| YTD | -9.2% | +35.7% | -44.9% | -20.5% |
| 1Y | -23.9% | +34.0% | -57.9% | -33.2% |
| 3Y | +0.4% | +41.4% | -41.0% | -15.7% |
| 5Y | +4.5% | +34.0% | -29.5% | -12.4% |
| All | +203.4% | +242.1% | -38.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EQIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling