-4.6%
HD vs NET
+11.0%
-15.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +6.4% |
| 7D | +11.9% | -16.4% | +28.3% | +11.3% |
| 30D | +26.4% | -25.8% | +52.3% | +25.5% |
| 3M | +2.8% | -11.5% | +14.4% | +2.4% |
| 6M | +15.5% | +18.9% | -3.5% | +15.9% |
| YTD | +5.5% | +35.2% | -29.7% | +6.1% |
| 1Y | -4.6% | +14.5% | -19.0% | -1.6% |
| All | -4.6% | +11.0% | -15.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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