+257.9%
HD vs P
+748.5%
-490.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.0% |
| 7D | +3.6% | -9.6% | +13.2% | +4.8% |
| 30D | +21.6% | -33.4% | +55.0% | +28.0% |
| 3M | +0.1% | +14.2% | -14.1% | -4.0% |
| 6M | +13.0% | +31.6% | -18.6% | +4.2% |
| YTD | +4.9% | +53.5% | -48.5% | -6.8% |
| 1Y | -2.1% | +14.2% | -16.2% | -9.5% |
| 3Y | +32.6% | +190.5% | -157.9% | -6.5% |
| 5Y | +8.2% | +256.3% | -248.1% | -29.8% |
| 10Y | +257.9% | +707.9% | -449.9% | +85.9% |
| All | +257.9% | +748.5% | -490.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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