+3.1%
HD vs GM
+171.2%
-168.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.1% | -1.8% | -9.3% | -10.7% |
| 3M | +2.0% | +2.6% | -0.6% | +1.2% |
| 6M | -10.5% | +14.6% | -25.0% | -13.8% |
| YTD | -6.9% | +6.2% | -13.1% | -9.0% |
| 1Y | -23.2% | +48.7% | -71.9% | -31.2% |
| 3Y | +3.1% | +168.3% | -165.2% | -25.5% |
| All | +3.1% | +171.2% | -168.1% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling