+206.4%
HD vs NRG
+1,083.9%
-877.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -3.8% | -4.7% | +0.8% | -2.9% |
| 30D | -9.4% | -6.0% | -3.5% | -8.5% |
| 3M | -4.6% | -8.0% | +3.4% | -4.0% |
| 6M | -10.1% | -23.2% | +13.1% | -6.6% |
| YTD | -8.3% | -28.1% | +19.7% | -3.9% |
| 1Y | -25.0% | -27.3% | +2.2% | -22.2% |
| 3Y | +1.5% | +208.7% | -207.1% | -31.0% |
| 5Y | +5.6% | +197.7% | -192.1% | -28.9% |
| All | +206.4% | +1,083.9% | -877.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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