+245.3%
HD vs OMC
+57.3%
+187.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -1.2% | +1.6% | -2.7% | -1.7% |
| 30D | +20.9% | +15.3% | +5.6% | +15.1% |
| 3M | -0.2% | +4.5% | -4.6% | -1.8% |
| 6M | +14.5% | +20.8% | -6.3% | +6.6% |
| YTD | +4.3% | +13.5% | -9.2% | -1.7% |
| 1Y | -3.5% | +25.2% | -28.7% | -12.5% |
| 3Y | +30.1% | +30.5% | -0.3% | +13.7% |
| 5Y | +8.5% | +52.7% | -44.2% | -12.5% |
| 10Y | +245.3% | +55.2% | +190.1% | +156.5% |
| All | +245.3% | +57.3% | +187.9% | +156.5% |
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