-25.0%
HD vs PBR
+74.3%
-99.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.8% |
| 7D | -3.8% | +5.4% | -9.2% | -2.9% |
| 30D | -9.4% | +22.9% | -32.3% | -5.9% |
| 3M | -4.6% | +19.6% | -24.2% | -0.9% |
| 6M | -10.1% | +16.5% | -26.6% | -7.4% |
| YTD | -8.3% | +86.7% | -95.0% | -6.7% |
| 1Y | -25.0% | +74.7% | -99.7% | -23.4% |
| All | -25.0% | +74.3% | -99.3% | -23.4% |
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 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