+10.8%
HD vs PL
+82.7%
-71.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -2.1% | -9.3% | +7.3% | -1.5% |
| 30D | -8.4% | -18.9% | +10.5% | -7.3% |
| 3M | +4.3% | -58.4% | +62.7% | +9.3% |
| 6M | -11.1% | -30.3% | +19.2% | -11.0% |
| YTD | -4.7% | -8.1% | +3.4% | -7.0% |
| 1Y | -19.8% | +180.5% | -200.3% | -30.1% |
| 3Y | +4.1% | +444.1% | -440.0% | -20.1% |
| All | +10.8% | +82.7% | -71.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling