+1,421.3%
HD vs GM
+238.5%
+1,182.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.7% |
| 30D | -8.4% | -1.4% | -7.1% | -8.1% |
| 3M | +4.3% | +5.9% | -1.6% | +2.2% |
| 6M | -11.1% | +12.4% | -23.5% | -14.7% |
| YTD | -4.7% | +8.6% | -13.3% | -7.9% |
| 1Y | -19.8% | +52.6% | -72.4% | -30.9% |
| 3Y | +4.1% | +169.7% | -165.5% | -27.8% |
| 5Y | +10.3% | +87.5% | -77.2% | -16.8% |
| 10Y | +203.2% | +233.0% | -29.8% | +71.3% |
| All | +1,421.3% | +238.5% | +1,182.9% | +736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling