-2.6%
HD vs GFS
+22.9%
-25.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | +1.5% | +7.4% | -5.9% | +1.4% |
| 30D | +18.0% | -15.3% | +33.3% | +18.4% |
| 3M | +2.8% | -21.1% | +23.9% | +3.3% |
| 6M | +17.0% | -44.5% | +61.5% | +18.2% |
| YTD | +3.5% | +19.2% | -15.7% | -5.4% |
| 1Y | -2.6% | +27.2% | -29.8% | -12.9% |
| All | -2.6% | +22.9% | -25.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling