+10.8%
HD vs GD
+97.9%
-87.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -2.1% | -5.3% | +3.2% | -0.2% |
| 30D | -8.4% | -6.4% | -2.0% | -6.3% |
| 3M | +4.3% | +5.7% | -1.4% | +2.0% |
| 6M | -11.1% | -0.9% | -10.2% | -11.0% |
| YTD | -4.7% | +8.2% | -12.8% | -7.9% |
| 1Y | -19.8% | +13.4% | -33.2% | -24.1% |
| 3Y | +4.1% | +68.5% | -64.4% | -17.3% |
| All | +10.8% | +97.9% | -87.1% | -18.0% |
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