+15.8%
HD vs GTLB
-50.5%
+66.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +5.2% | -10.9% | +16.1% | +6.3% |
| 30D | +20.7% | -15.3% | +36.0% | +22.5% |
| 3M | +0.8% | +14.6% | -13.8% | -0.9% |
| 6M | +12.2% | +79.6% | -67.4% | +5.0% |
| YTD | +4.2% | +24.3% | -20.1% | +0.6% |
| 1Y | -2.6% | +1.0% | -3.6% | -4.0% |
| 3Y | +30.0% | +4.6% | +25.4% | +23.3% |
| 5Y | +8.1% | -63.7% | +71.8% | +2.4% |
| All | +15.8% | -50.5% | +66.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling