-19.8%
HD vs GM
+52.7%
-72.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | -8.4% | -1.6% | -6.8% | -8.0% |
| 3M | +4.3% | +5.7% | -1.3% | +2.7% |
| 6M | -11.1% | +12.2% | -23.3% | -14.6% |
| YTD | -4.7% | +8.4% | -13.1% | -8.2% |
| 1Y | -19.8% | +52.3% | -72.1% | -27.1% |
| All | -19.8% | +52.7% | -72.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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