+6,261.7%
HD vs O
+5,241.4%
+1,020.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | +4.3% | +3.7% | +0.6% | +2.8% |
| 30D | +20.2% | +11.2% | +9.0% | +15.2% |
| 3M | -1.0% | -4.0% | +3.0% | +0.8% |
| 6M | +7.9% | -5.2% | +13.1% | +10.4% |
| YTD | +2.0% | +9.5% | -7.5% | -1.8% |
| 1Y | -4.3% | +10.6% | -14.9% | -8.3% |
| 3Y | +25.9% | +38.1% | -12.2% | +9.4% |
| 5Y | +5.8% | +10.2% | -4.4% | +0.4% |
| 10Y | +262.5% | +71.4% | +191.1% | +175.0% |
| All | +6,261.7% | +5,241.4% | +1,020.4% | +1,378.8% |
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 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