+8.1%
HD vs P
+256.4%
-248.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +5.2% | -13.3% | +18.5% | +6.2% |
| 30D | +20.7% | -34.0% | +54.7% | +24.2% |
| 3M | +0.8% | +4.1% | -3.3% | -0.9% |
| 6M | +12.2% | +30.5% | -18.3% | +7.0% |
| YTD | +4.2% | +52.2% | -48.0% | -3.0% |
| 1Y | -2.6% | +10.3% | -12.8% | -6.5% |
| 3Y | +30.0% | +180.9% | -150.9% | -0.1% |
| 5Y | +8.1% | +259.7% | -251.6% | -23.6% |
| All | +8.1% | +256.4% | -248.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling