+5.8%
HD vs PL
+454.1%
-448.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -2.1% | -9.3% | +7.3% | -1.7% |
| 30D | -8.4% | -18.9% | +10.5% | -7.7% |
| 3M | +4.3% | -58.4% | +62.7% | +7.9% |
| 6M | -11.1% | -30.3% | +19.2% | -11.2% |
| YTD | -4.7% | -8.1% | +3.4% | -6.8% |
| 1Y | -19.8% | +180.5% | -200.3% | -29.0% |
| All | +5.8% | +454.1% | -448.3% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling