+203.4%
HD vs NI
+143.3%
+60.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | -13.1% | -1.4% | -11.7% | -12.7% |
| 3M | -3.4% | -10.6% | +7.1% | +1.1% |
| 6M | -12.6% | -9.9% | -2.6% | -8.9% |
| YTD | -9.2% | +1.2% | -10.4% | -10.1% |
| 1Y | -23.9% | +4.4% | -28.3% | -25.8% |
| 3Y | +0.4% | +68.6% | -68.2% | -21.8% |
| 5Y | +4.5% | +98.0% | -93.5% | -25.3% |
| All | +203.4% | +143.3% | +60.1% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling