+206.4%
HD vs PBR
+697.0%
-490.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -3.8% | +5.4% | -9.2% | -4.5% |
| 30D | -9.4% | +22.9% | -32.3% | -12.0% |
| 3M | -4.6% | +19.6% | -24.2% | -7.2% |
| 6M | -10.1% | +16.5% | -26.6% | -12.6% |
| YTD | -8.3% | +86.7% | -95.0% | -17.1% |
| 1Y | -25.0% | +74.7% | -99.7% | -31.6% |
| 3Y | +1.5% | +102.6% | -101.0% | -10.7% |
| 5Y | +5.6% | +566.6% | -561.0% | -26.6% |
| All | +206.4% | +697.0% | -490.5% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling