+30.7%
HD vs IR
+25.2%
+5.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.6% |
| 30D | +18.0% | +9.2% | +8.8% | +13.9% |
| 3M | +2.8% | +0.9% | +1.8% | +2.1% |
| 6M | +17.0% | +19.2% | -2.3% | +8.9% |
| YTD | +3.5% | +7.5% | -3.9% | -0.3% |
| 1Y | -2.6% | +11.7% | -14.3% | -7.6% |
| 3Y | +30.7% | +23.9% | +6.8% | +16.3% |
| All | +30.7% | +25.2% | +5.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling