+10.8%
HD vs GAP
+9.0%
+1.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | -4.5% | +2.4% | -1.2% |
| 30D | -8.4% | +9.0% | -17.5% | -10.1% |
| 3M | +4.3% | +5.0% | -0.7% | +3.0% |
| 6M | -11.1% | -17.8% | +6.7% | -8.8% |
| YTD | -4.7% | -10.4% | +5.7% | -3.8% |
| 1Y | -19.8% | -3.4% | -16.4% | -20.6% |
| 3Y | +4.1% | +111.5% | -107.4% | -17.9% |
| All | +10.8% | +9.0% | +1.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling