-23.2%
HD vs O
+9.0%
-32.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.4% |
| 3M | +2.0% | +3.0% | -1.0% | +0.8% |
| 6M | -10.5% | -3.6% | -6.8% | -9.3% |
| YTD | -6.9% | +12.1% | -18.9% | -10.5% |
| 1Y | -23.2% | +8.9% | -32.1% | -26.6% |
| All | -23.2% | +9.0% | -32.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling