+8.4%
HD vs NET
+36.7%
-28.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +6.8% |
| 7D | +11.9% | -16.4% | +28.3% | +13.6% |
| 30D | +26.4% | -25.8% | +52.3% | +29.6% |
| 3M | +2.8% | -11.5% | +14.4% | +3.3% |
| 6M | +15.5% | +18.9% | -3.5% | +11.6% |
| YTD | +5.5% | +35.2% | -29.7% | -0.3% |
| 1Y | -4.6% | +14.5% | -19.0% | -8.2% |
| 3Y | +29.9% | +313.8% | -284.0% | +3.3% |
| 5Y | +8.4% | +32.6% | -24.2% | -13.8% |
| All | +8.4% | +36.7% | -28.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling