+210.2%
HD vs OMC
+29.9%
+180.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.2% |
| 7D | -1.8% | -4.2% | +2.4% | -0.4% |
| 30D | -10.8% | -7.5% | -3.3% | -8.5% |
| 3M | -2.7% | +4.6% | -7.3% | -4.6% |
| 6M | -10.3% | -4.8% | -5.4% | -9.3% |
| YTD | -7.8% | -1.0% | -6.8% | -8.9% |
| 1Y | -23.1% | +3.8% | -27.0% | -25.7% |
| 3Y | +2.0% | +10.2% | -8.2% | -5.5% |
| 5Y | +6.2% | +29.7% | -23.5% | -9.5% |
| 10Y | +210.2% | +32.3% | +177.9% | +143.9% |
| All | +210.2% | +29.9% | +180.3% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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