+205.0%
HD vs IT
+89.8%
+115.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -0.1% |
| 7D | -1.2% | -9.1% | +8.0% | +1.5% |
| 30D | -11.1% | -7.0% | -4.1% | -9.5% |
| 3M | +2.0% | +7.6% | -5.6% | -2.0% |
| 6M | -10.5% | +2.1% | -12.6% | -13.5% |
| YTD | -6.9% | -31.6% | +24.7% | +1.5% |
| 1Y | -23.2% | -29.9% | +6.7% | -17.7% |
| 3Y | +3.1% | -51.3% | +54.3% | +20.8% |
| 5Y | +7.4% | -44.8% | +52.2% | +16.7% |
| 10Y | +205.0% | +91.4% | +113.6% | +91.5% |
| All | +205.0% | +89.8% | +115.2% | +91.5% |
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