+10.8%
HD vs IT
-40.5%
+51.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +1.9% |
| 7D | -2.1% | -6.0% | +4.0% | -0.9% |
| 30D | -8.4% | 0.0% | -8.4% | -8.6% |
| 3M | +4.3% | +13.1% | -8.7% | +0.7% |
| 6M | -11.1% | +11.7% | -22.8% | -14.6% |
| YTD | -4.7% | -26.1% | +21.4% | +1.1% |
| 1Y | -19.8% | -21.3% | +1.4% | -17.0% |
| 3Y | +4.1% | -46.7% | +50.8% | +16.8% |
| All | +10.8% | -40.5% | +51.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling