+15.0%
HD vs GTLB
-49.4%
+64.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +1.5% | -0.7% | +2.3% | +1.6% |
| 30D | +18.0% | -10.2% | +28.2% | +19.1% |
| 3M | +2.8% | +10.1% | -7.3% | +1.5% |
| 6M | +17.0% | +116.5% | -99.5% | +7.5% |
| YTD | +3.5% | +27.2% | -23.6% | -0.3% |
| 1Y | -2.6% | +8.6% | -11.1% | -4.7% |
| 3Y | +30.7% | +5.6% | +25.2% | +23.9% |
| 5Y | +6.2% | -61.8% | +68.0% | +0.3% |
| All | +15.0% | -49.4% | +64.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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