+205.0%
HD vs O
+50.0%
+155.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -11.1% | -2.0% | -9.2% | -10.3% |
| 3M | +2.0% | +3.0% | -1.0% | +0.6% |
| 6M | -10.5% | -3.6% | -6.8% | -9.0% |
| YTD | -6.9% | +12.1% | -18.9% | -11.8% |
| 1Y | -23.2% | +8.9% | -32.1% | -26.4% |
| 3Y | +3.1% | +30.3% | -27.3% | -9.9% |
| 5Y | +7.4% | +13.7% | -6.3% | -0.6% |
| 10Y | +205.0% | +50.3% | +154.7% | +158.3% |
| All | +205.0% | +50.0% | +155.0% | +158.3% |
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