-2.6%
HD vs M
+24.3%
-26.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +1.5% | +7.0% | -5.5% | -0.6% |
| 30D | +18.0% | +8.9% | +9.1% | +15.0% |
| 3M | +2.8% | +4.5% | -1.7% | +1.2% |
| 6M | +17.0% | +36.2% | -19.2% | +7.1% |
| YTD | +3.5% | +15.1% | -11.6% | -2.2% |
| 1Y | -2.6% | +27.4% | -30.0% | -12.8% |
| All | -2.6% | +24.3% | -26.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling