+6.2%
HD vs PBR
+566.8%
-560.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -10.8% | +17.5% | -28.4% | -11.3% |
| 3M | -2.7% | +20.9% | -23.6% | -3.3% |
| 6M | -10.3% | +20.2% | -30.5% | -11.1% |
| YTD | -7.8% | +84.3% | -92.1% | -11.0% |
| 1Y | -23.1% | +77.1% | -100.2% | -25.7% |
| 3Y | +2.0% | +100.8% | -98.8% | -2.3% |
| 5Y | +6.2% | +556.1% | -549.9% | -1.0% |
| All | +6.2% | +566.8% | -560.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling