+5.8%
HD vs OMC
+49.2%
-43.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.3% | +6.3% | -2.0% | +2.4% |
| 30D | +20.2% | +15.4% | +4.8% | +14.9% |
| 3M | -1.0% | +5.8% | -6.8% | -2.9% |
| 6M | +7.9% | +14.7% | -6.8% | +2.8% |
| YTD | +2.0% | +10.3% | -8.3% | -2.2% |
| 1Y | -4.3% | +23.2% | -27.5% | -12.1% |
| 3Y | +25.9% | +24.6% | +1.3% | +11.8% |
| All | +5.8% | +49.2% | -43.4% | -8.7% |
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