+8.2%
HD vs KEY
+16.6%
-8.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.2% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +21.6% | +7.2% | +14.3% | +19.5% |
| 3M | +0.1% | -4.9% | +5.0% | +1.4% |
| 6M | +13.0% | +1.1% | +11.9% | +12.6% |
| YTD | +4.9% | +6.8% | -1.9% | +3.0% |
| 1Y | -2.1% | +23.3% | -25.4% | -7.3% |
| 3Y | +32.6% | +126.1% | -93.5% | +6.2% |
| 5Y | +8.2% | +15.2% | -7.0% | +1.4% |
| All | +8.2% | +16.6% | -8.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling