+30.6%
HD vs PBR
+66.9%
-36.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | +18.5% | -29.0% | +47.5% | +18.2% |
| 3M | +2.2% | +4.9% | -2.7% | +1.4% |
| 6M | +13.8% | -8.4% | +22.3% | +13.9% |
| YTD | +3.4% | +59.4% | -56.0% | -3.3% |
| 1Y | -3.5% | +45.5% | -49.0% | -8.8% |
| All | +30.6% | +66.9% | -36.4% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling