+34,289.6%
HD vs GAP
+2,254.5%
+32,035.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +21.6% | -4.3% | +25.9% | +23.1% |
| 3M | +0.1% | +9.4% | -9.3% | -3.1% |
| 6M | +13.0% | -3.3% | +16.3% | +12.5% |
| YTD | +4.9% | -10.5% | +15.5% | +5.9% |
| 1Y | -2.1% | -2.4% | +0.3% | -3.8% |
| 3Y | +32.6% | +80.1% | -47.5% | -2.1% |
| 5Y | +8.2% | +6.5% | +1.8% | -13.4% |
| 10Y | +257.9% | +14.6% | +243.3% | +124.1% |
| All | +34,289.6% | +2,254.5% | +32,035.0% | +4,004.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling