+9.9%
HD vs OMC
+35.1%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | -2.1% | -6.4% | +4.4% | -0.1% |
| 30D | -8.4% | +1.1% | -9.5% | -8.8% |
| 3M | +4.3% | +10.4% | -6.1% | +0.9% |
| 6M | -11.1% | -1.7% | -9.4% | -11.1% |
| YTD | -4.7% | +4.4% | -9.1% | -6.9% |
| 1Y | -19.8% | +8.4% | -28.3% | -23.1% |
| 3Y | +4.1% | +14.4% | -10.3% | -4.5% |
| All | +9.9% | +35.1% | -25.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling