+248.1%
HD vs O
+82.2%
+165.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +18.5% | +8.3% | +10.2% | +14.3% |
| 3M | +2.2% | -4.0% | +6.1% | +4.2% |
| 6M | +13.8% | -2.6% | +16.5% | +15.3% |
| YTD | +3.4% | +9.9% | -6.5% | -1.2% |
| 1Y | -3.5% | +9.8% | -13.3% | -7.8% |
| 3Y | +29.0% | +39.7% | -10.7% | +9.2% |
| 5Y | +6.1% | +9.2% | -3.1% | +0.2% |
| All | +248.1% | +82.2% | +165.9% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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