+6.5%
HD vs GFS
-11.4%
+18.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +1.5% | +7.4% | -5.9% | +0.5% |
| 30D | +18.0% | -15.3% | +33.3% | +20.2% |
| 3M | +2.8% | -21.1% | +23.9% | +5.6% |
| 6M | +17.0% | -44.5% | +61.5% | +24.8% |
| YTD | +3.5% | +19.2% | -15.7% | -4.7% |
| 1Y | -2.6% | +27.2% | -29.8% | -11.5% |
| 3Y | +30.7% | -20.1% | +50.9% | +25.3% |
| 5Y | +6.2% | -25.6% | +31.8% | +1.2% |
| All | +6.5% | -11.4% | +18.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling