+7.4%
HD vs NI
+100.2%
-92.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -1.2% | +2.3% | -3.5% | -2.0% |
| 30D | -11.1% | -1.7% | -9.5% | -10.6% |
| 3M | +2.0% | -8.0% | +10.0% | +5.1% |
| 6M | -10.5% | -8.6% | -1.8% | -7.6% |
| YTD | -6.9% | +2.3% | -9.2% | -8.0% |
| 1Y | -23.2% | +6.9% | -30.1% | -25.6% |
| 3Y | +3.1% | +70.6% | -67.5% | -17.8% |
| 5Y | +7.4% | +96.4% | -89.0% | -15.6% |
| All | +7.4% | +100.2% | -92.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling