+31,139.8%
HD vs KEY
+1,050.5%
+30,089.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | -8.4% | -3.0% | -5.4% | -7.7% |
| 3M | +4.3% | +3.3% | +1.0% | +3.3% |
| 6M | -11.1% | +9.2% | -20.3% | -13.4% |
| YTD | -4.7% | +10.6% | -15.3% | -7.7% |
| 1Y | -19.8% | +20.4% | -40.2% | -24.4% |
| 3Y | +4.1% | +121.8% | -117.7% | -19.9% |
| 5Y | +10.3% | +41.1% | -30.8% | -7.8% |
| 10Y | +203.2% | +168.5% | +34.6% | +92.8% |
| All | +31,139.8% | +1,050.5% | +30,089.3% | +8,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling