+6.2%
HD vs ITOT
+73.3%
-67.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -10.8% | -1.6% | -9.3% | -9.7% |
| 3M | -2.7% | +3.5% | -6.2% | -5.5% |
| 6M | -10.3% | +13.1% | -23.4% | -19.1% |
| YTD | -7.8% | +12.7% | -20.5% | -16.7% |
| 1Y | -23.1% | +18.3% | -41.4% | -33.4% |
| 3Y | +2.0% | +76.4% | -74.4% | -38.5% |
| 5Y | +6.2% | +73.8% | -67.5% | -35.6% |
| All | +6.2% | +73.3% | -67.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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