+1,009.3%
HD vs PBR
+1,629.6%
-620.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +1.5% | -1.0% | +2.5% | +1.7% |
| 30D | +18.0% | -29.3% | +47.3% | +24.3% |
| 3M | +2.8% | +5.5% | -2.7% | +1.0% |
| 6M | +17.0% | -2.9% | +19.9% | +16.1% |
| YTD | +3.5% | +61.5% | -57.9% | -6.4% |
| 1Y | -2.6% | +46.9% | -49.4% | -10.5% |
| 3Y | +30.7% | +66.4% | -35.7% | +15.8% |
| 5Y | +6.2% | +460.3% | -454.1% | -26.9% |
| 10Y | +242.7% | +564.6% | -321.9% | +103.6% |
| All | +1,009.3% | +1,629.6% | -620.4% | +292.7% |
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