+5,846.5%
HD vs O
+5,387.7%
+458.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | -8.4% | -1.9% | -6.5% | -7.7% |
| 3M | +4.3% | +3.8% | +0.5% | +2.7% |
| 6M | -11.1% | -4.7% | -6.4% | -9.4% |
| YTD | -4.7% | +12.5% | -17.2% | -9.4% |
| 1Y | -19.8% | +10.8% | -30.6% | -23.4% |
| 3Y | +4.1% | +28.8% | -24.7% | -7.2% |
| 5Y | +10.3% | +13.2% | -2.9% | +3.3% |
| 10Y | +203.2% | +53.5% | +149.7% | +139.4% |
| All | +5,846.5% | +5,387.7% | +458.7% | +1,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling