+203.4%
HD vs GM
+242.0%
-38.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -2.5% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | -13.1% | -3.4% | -9.7% | -12.2% |
| 3M | -3.4% | +8.7% | -12.1% | -6.3% |
| 6M | -12.6% | +15.4% | -28.0% | -16.9% |
| YTD | -9.2% | +6.6% | -15.8% | -11.9% |
| 1Y | -23.9% | +51.5% | -75.4% | -34.6% |
| 3Y | +0.4% | +169.3% | -168.9% | -31.4% |
| 5Y | +4.5% | +81.6% | -77.0% | -21.2% |
| All | +203.4% | +242.0% | -38.6% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling