+7.4%
HD vs GH
+22.3%
-14.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.2% | -2.1% | +0.9% | -1.0% |
| 30D | -11.1% | -4.5% | -6.7% | -10.8% |
| 3M | +2.0% | +28.9% | -26.9% | -0.8% |
| 6M | -10.5% | +76.5% | -87.0% | -15.9% |
| YTD | -6.9% | +57.6% | -64.5% | -11.8% |
| 1Y | -23.2% | +167.5% | -190.7% | -31.5% |
| 3Y | +3.1% | +377.4% | -374.3% | -16.7% |
| 5Y | +7.4% | +23.8% | -16.4% | -11.6% |
| All | +7.4% | +22.3% | -14.9% | -11.6% |
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