+5.6%
HD vs GAP
+118.2%
-112.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.1% | -4.5% | +2.4% | -1.4% |
| 30D | -8.4% | +9.0% | -17.5% | -9.8% |
| 3M | +4.3% | +5.0% | -0.7% | +3.3% |
| 6M | -11.1% | -17.8% | +6.7% | -9.3% |
| YTD | -4.7% | -10.4% | +5.7% | -4.0% |
| 1Y | -19.8% | -3.4% | -16.4% | -20.3% |
| All | +5.6% | +118.2% | -112.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling