+6.2%
HD vs GM
+78.5%
-72.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -10.8% | -4.6% | -6.3% | -9.6% |
| 3M | -2.7% | +0.2% | -2.9% | -2.9% |
| 6M | -10.3% | +12.6% | -22.9% | -13.6% |
| YTD | -7.8% | +3.7% | -11.5% | -9.5% |
| 1Y | -23.1% | +45.6% | -68.8% | -32.0% |
| 3Y | +2.0% | +162.0% | -160.0% | -27.4% |
| 5Y | +6.2% | +80.5% | -74.3% | -20.1% |
| All | +6.2% | +78.5% | -72.3% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling