+10.8%
HD vs PINS
-64.0%
+74.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | -2.1% | -12.0% | +10.0% | -0.6% |
| 30D | -8.4% | -12.7% | +4.3% | -7.0% |
| 3M | +4.3% | -5.5% | +9.9% | +4.7% |
| 6M | -11.1% | +5.3% | -16.4% | -12.2% |
| YTD | -4.7% | -21.2% | +16.5% | -2.8% |
| 1Y | -19.8% | -45.0% | +25.2% | -14.9% |
| 3Y | +4.1% | -26.2% | +30.3% | +3.3% |
| All | +10.8% | -64.0% | +74.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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