+6.7%
HD vs KEY
+13.1%
-6.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.5% | +2.9% | -1.4% | +0.8% |
| 30D | +18.0% | +8.4% | +9.6% | +15.6% |
| 3M | +2.8% | -5.8% | +8.6% | +4.3% |
| 6M | +17.0% | +5.4% | +11.5% | +15.3% |
| YTD | +3.5% | +7.1% | -3.5% | +1.5% |
| 1Y | -2.6% | +26.8% | -29.4% | -8.4% |
| 3Y | +30.7% | +128.7% | -98.0% | +4.3% |
| All | +6.7% | +13.1% | -6.5% | +0.3% |
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