+90.6%
HD vs GH
+486.6%
-396.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -10.8% | -2.6% | -8.2% | -10.7% |
| 3M | -2.7% | +25.1% | -27.8% | -5.3% |
| 6M | -10.3% | +78.5% | -88.8% | -16.3% |
| YTD | -7.8% | +59.4% | -67.2% | -13.2% |
| 1Y | -23.1% | +173.9% | -197.0% | -32.2% |
| 3Y | +2.0% | +382.7% | -380.7% | -19.0% |
| 5Y | +6.2% | +24.4% | -18.2% | -7.1% |
| All | +90.6% | +486.6% | -396.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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