+7.8%
HD vs PL
+11.6%
-3.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -1.0% |
| 7D | +6.4% | -20.5% | +26.9% | +7.7% |
| 30D | +22.1% | -38.8% | +60.8% | +25.3% |
| 3M | -0.2% | -49.1% | +49.0% | +3.4% |
| 6M | +12.6% | -69.4% | +82.0% | +19.3% |
| YTD | +3.9% | -42.3% | +46.2% | +3.8% |
| 1Y | -3.7% | -14.2% | +10.4% | -7.5% |
| 3Y | +27.9% | +398.7% | -370.8% | -2.9% |
| 5Y | +7.8% | +11.1% | -3.3% | -11.5% |
| All | +7.8% | +11.6% | -3.8% | -11.5% |
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 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