+247.2%
HD vs O
+78.3%
+168.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +3.5% | +1.6% | +3.5% |
| 30D | +20.7% | +10.4% | +10.3% | +15.4% |
| 3M | +0.8% | -2.4% | +3.2% | +2.0% |
| 6M | +12.2% | -1.2% | +13.4% | +12.9% |
| YTD | +4.2% | +10.4% | -6.2% | -0.6% |
| 1Y | -2.6% | +11.4% | -14.0% | -7.5% |
| 3Y | +30.0% | +40.4% | -10.4% | +9.9% |
| 5Y | +8.1% | +12.1% | -4.0% | +0.9% |
| 10Y | +247.2% | +82.7% | +164.4% | +182.1% |
| All | +247.2% | +78.3% | +168.8% | +182.1% |
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