+4.5%
HD vs NRG
+183.6%
-179.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -13.1% | -6.8% | -6.3% | -12.3% |
| 3M | -3.4% | -7.1% | +3.7% | -3.3% |
| 6M | -12.6% | -27.6% | +15.0% | -9.3% |
| YTD | -9.2% | -29.2% | +20.0% | -5.8% |
| 1Y | -23.9% | -29.9% | +6.0% | -21.4% |
| 3Y | +0.4% | +198.7% | -198.2% | -30.6% |
| 5Y | +4.5% | +192.9% | -188.4% | -27.6% |
| All | +4.5% | +183.6% | -179.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling