+921.3%
HD vs PBR
+1,797.5%
-876.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -2.1% | +8.6% | -10.6% | -3.5% |
| 30D | -8.4% | +12.8% | -21.2% | -10.4% |
| 3M | +4.3% | +14.7% | -10.3% | +1.5% |
| 6M | -11.1% | +25.2% | -36.3% | -15.3% |
| YTD | -4.7% | +77.1% | -81.8% | -14.5% |
| 1Y | -19.8% | +69.6% | -89.4% | -27.7% |
| 3Y | +4.1% | +95.6% | -91.5% | -9.8% |
| 5Y | +10.3% | +501.8% | -491.4% | -24.7% |
| 10Y | +203.2% | +640.6% | -437.4% | +77.3% |
| All | +921.3% | +1,797.5% | -876.2% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling