+248.6%
HD vs IT
+90.0%
+158.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | +18.0% | -1.8% | +19.8% | +18.3% |
| 3M | +2.8% | +4.8% | -2.0% | +0.5% |
| 6M | +17.0% | +33.0% | -16.0% | +4.0% |
| YTD | +3.5% | -23.8% | +27.4% | +8.7% |
| 1Y | -2.6% | -16.5% | +13.9% | -1.2% |
| 3Y | +30.7% | -53.6% | +84.4% | +58.7% |
| 5Y | +6.2% | -42.1% | +48.3% | +14.4% |
| All | +248.6% | +90.0% | +158.6% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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