+101.2%
HD vs PINS
-20.2%
+121.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.2% |
| 7D | +4.3% | -2.1% | +6.4% | +4.7% |
| 30D | +20.2% | -6.6% | +26.8% | +21.2% |
| 3M | -1.0% | -18.7% | +17.7% | +1.6% |
| 6M | +7.9% | -10.4% | +18.3% | +8.8% |
| YTD | +2.0% | -26.8% | +28.8% | +5.0% |
| 1Y | -4.3% | -27.9% | +23.6% | -1.3% |
| 3Y | +25.9% | -38.7% | +64.6% | +28.6% |
| 5Y | +5.8% | -59.0% | +64.8% | +8.9% |
| All | +101.2% | -20.2% | +121.3% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling