+3.5%
HD vs GTLB
-50.0%
+53.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.8% |
| 7D | -1.2% | +4.6% | -5.7% | -1.7% |
| 30D | -11.1% | +21.0% | -32.1% | -12.9% |
| 3M | +2.0% | +51.7% | -49.7% | -2.4% |
| 6M | -10.5% | +89.3% | -99.7% | -16.8% |
| YTD | -6.9% | +25.6% | -32.5% | -10.0% |
| 1Y | -23.2% | -1.5% | -21.6% | -24.1% |
| 3Y | +3.1% | -9.9% | +13.0% | -0.5% |
| All | +3.5% | -50.0% | +53.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling