+5.8%
HD vs GH
+35.8%
-30.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.7% |
| 7D | +4.3% | -15.6% | +20.0% | +5.9% |
| 30D | +20.2% | -10.4% | +30.6% | +21.2% |
| 3M | -1.0% | -4.3% | +3.3% | -1.0% |
| 6M | +7.9% | +63.5% | -55.6% | +1.9% |
| YTD | +2.0% | +47.7% | -45.7% | -3.2% |
| 1Y | -4.3% | +56.7% | -61.0% | -9.8% |
| 3Y | +25.9% | +443.9% | -417.9% | -0.6% |
| All | +5.8% | +35.8% | -30.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling