+0.5%
HD vs NRG
+198.7%
-198.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -13.1% | -6.8% | -6.3% | -12.6% |
| 3M | -3.4% | -7.1% | +3.7% | -3.4% |
| 6M | -12.6% | -27.6% | +15.0% | -10.4% |
| YTD | -9.2% | -29.2% | +20.0% | -7.0% |
| 1Y | -23.9% | -29.9% | +6.0% | -22.3% |
| All | +0.5% | +198.7% | -198.1% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling