+252.3%
HD vs P
+485.4%
-233.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.7% |
| 7D | -2.1% | +6.5% | -8.6% | -3.0% |
| 30D | -8.4% | +18.8% | -27.2% | -11.1% |
| 3M | +4.3% | +26.7% | -22.4% | -0.3% |
| 6M | -11.1% | +62.2% | -73.3% | -19.2% |
| YTD | -4.7% | +48.5% | -53.2% | -12.7% |
| 1Y | -19.8% | +26.4% | -46.2% | -25.9% |
| 3Y | +4.1% | +159.4% | -155.3% | -20.7% |
| 5Y | +10.3% | +275.8% | -265.5% | -24.1% |
| 10Y | +203.2% | +732.0% | -528.9% | +76.9% |
| All | +252.3% | +485.4% | -233.1% | +102.9% |
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 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