+7.8%
HD vs GD
+97.4%
-89.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +6.4% | -3.9% | +10.3% | +7.8% |
| 30D | +22.1% | +8.1% | +14.0% | +18.7% |
| 3M | -0.2% | -6.8% | +6.6% | +2.1% |
| 6M | +12.6% | +3.0% | +9.6% | +10.9% |
| YTD | +3.9% | +7.8% | -3.9% | +0.3% |
| 1Y | -3.7% | +5.8% | -9.5% | -6.5% |
| 3Y | +27.9% | +55.3% | -27.5% | +5.1% |
| 5Y | +7.8% | +96.7% | -88.9% | -20.4% |
| All | +7.8% | +97.4% | -89.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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