+248.1%
HD vs P
+666.7%
-418.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.4% |
| 7D | -0.5% | +17.8% | -18.3% | -2.9% |
| 30D | +18.5% | -29.9% | +48.3% | +23.8% |
| 3M | +2.2% | -1.2% | +3.3% | +0.5% |
| 6M | +13.8% | +32.1% | -18.3% | +5.3% |
| YTD | +3.4% | +64.3% | -60.9% | -9.1% |
| 1Y | -3.5% | +24.3% | -27.8% | -12.0% |
| 3Y | +29.0% | +203.2% | -174.2% | -9.5% |
| 5Y | +6.1% | +290.4% | -284.3% | -32.3% |
| All | +248.1% | +666.7% | -418.6% | +80.9% |
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