-19.8%
HD vs PBR
+70.4%
-90.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.6% |
| 7D | -2.1% | +8.6% | -10.6% | -0.5% |
| 30D | -8.4% | +12.8% | -21.2% | -6.3% |
| 3M | +4.3% | +14.7% | -10.3% | +7.5% |
| 6M | -11.1% | +25.2% | -36.3% | -8.8% |
| YTD | -4.7% | +77.1% | -81.8% | -2.7% |
| 1Y | -19.8% | +69.6% | -89.4% | -18.2% |
| All | -19.8% | +70.4% | -90.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling