+257.9%
HD vs O
+69.9%
+188.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +3.6% | +3.3% | +0.3% | +2.1% |
| 30D | +21.6% | +10.3% | +11.2% | +16.2% |
| 3M | +0.1% | -3.5% | +3.6% | +1.9% |
| 6M | +13.0% | -1.3% | +14.3% | +13.7% |
| YTD | +4.9% | +10.3% | -5.4% | +0.1% |
| 1Y | -2.1% | +10.4% | -12.5% | -6.6% |
| 3Y | +32.6% | +40.0% | -7.4% | +12.3% |
| 5Y | +8.2% | +12.4% | -4.1% | +0.9% |
| 10Y | +257.9% | +78.2% | +179.7% | +193.8% |
| All | +257.9% | +69.9% | +188.0% | +193.8% |
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