+254.2%
HD vs P
+713.7%
-459.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.4% |
| 7D | +4.3% | -23.8% | +28.1% | +8.1% |
| 30D | +20.2% | -36.6% | +56.8% | +27.4% |
| 3M | -1.0% | +10.9% | -11.9% | -4.8% |
| 6M | +7.9% | +30.0% | -22.1% | -0.5% |
| YTD | +2.0% | +44.4% | -42.4% | -8.6% |
| 1Y | -4.3% | +3.9% | -8.2% | -10.2% |
| 3Y | +25.9% | +176.6% | -150.7% | -10.7% |
| 5Y | +5.8% | +249.3% | -243.4% | -31.4% |
| All | +254.2% | +713.7% | -459.5% | +85.1% |
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