+284.0%
HD vs P
+449.6%
-165.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | +0.6% |
| 7D | +6.4% | -31.9% | +38.3% | +11.5% |
| 30D | +22.1% | -36.5% | +58.6% | +28.7% |
| 3M | -0.2% | +11.6% | -11.8% | -3.7% |
| 6M | +12.6% | +25.2% | -12.6% | +5.2% |
| YTD | +3.9% | +39.4% | -35.5% | -5.4% |
| 1Y | -3.7% | -3.7% | -0.1% | -8.0% |
| 3Y | +27.9% | +167.3% | -139.4% | -4.9% |
| 5Y | +7.8% | +237.3% | -229.5% | -25.5% |
| 10Y | +269.4% | +698.6% | -429.3% | +114.0% |
| All | +284.0% | +449.6% | -165.7% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling