+0.5%
HD vs NYT
+55.5%
-54.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -13.1% | +4.5% | -17.6% | -13.7% |
| 3M | -3.4% | -8.5% | +5.1% | -2.5% |
| 6M | -12.6% | -15.1% | +2.5% | -10.7% |
| YTD | -9.2% | -3.3% | -5.9% | -9.7% |
| 1Y | -23.9% | +17.0% | -40.9% | -27.2% |
| All | +0.5% | +55.5% | -54.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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