-4.2%
HD vs GFS
-3.9%
-0.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | -11.1% | -16.4% | +5.3% | -8.9% |
| 3M | +2.0% | -41.6% | +43.6% | +9.7% |
| 6M | -10.5% | -3.7% | -6.8% | -12.8% |
| YTD | -6.9% | +29.3% | -36.2% | -14.6% |
| 1Y | -23.2% | +37.1% | -60.3% | -30.7% |
| 3Y | +3.1% | -22.1% | +25.2% | +0.5% |
| All | -4.2% | -3.9% | -0.2% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling