-4.6%
HD vs NI
+9.5%
-14.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.0% |
| 7D | +11.9% | +3.9% | +8.0% | +10.5% |
| 30D | +26.4% | +15.3% | +11.1% | +21.0% |
| 3M | +2.8% | +2.4% | +0.4% | +2.0% |
| 6M | +15.5% | -4.5% | +20.0% | +17.4% |
| YTD | +5.5% | +11.4% | -5.8% | +1.2% |
| 1Y | -4.6% | +8.5% | -13.1% | -8.1% |
| All | -4.6% | +9.5% | -14.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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