-3.7%
HD vs PL
-11.4%
+7.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -1.8% |
| 7D | +6.4% | -20.5% | +26.9% | +5.8% |
| 30D | +22.1% | -38.8% | +60.8% | +21.0% |
| 3M | -0.2% | -49.1% | +49.0% | -1.4% |
| 6M | +12.6% | -69.4% | +82.0% | +10.7% |
| YTD | +3.9% | -42.3% | +46.2% | +2.8% |
| 1Y | -3.7% | -14.2% | +10.4% | -6.3% |
| All | -3.7% | -11.4% | +7.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling