+28.3%
HD vs KEY
+107.3%
-79.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | +6.4% | -2.5% | +8.8% | +7.2% |
| 30D | +22.1% | +4.1% | +18.0% | +20.7% |
| 3M | -0.2% | -8.4% | +8.2% | +2.4% |
| 6M | +12.6% | -2.3% | +14.9% | +13.3% |
| YTD | +3.9% | +4.6% | -0.7% | +2.3% |
| 1Y | -3.7% | +24.6% | -28.3% | -9.8% |
| All | +28.3% | +107.3% | -79.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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