-4.6%
HD vs PM
+48.8%
-53.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +5.0% | +6.2% |
| 7D | +11.9% | +4.3% | +7.7% | +11.0% |
| 30D | +26.4% | +11.5% | +14.9% | +23.6% |
| 3M | +2.8% | +13.0% | -10.2% | +0.2% |
| 6M | +15.5% | +25.9% | -10.4% | +10.1% |
| YTD | +5.5% | +34.0% | -28.5% | -1.2% |
| 1Y | -4.6% | +46.9% | -51.5% | -12.5% |
| All | -4.6% | +48.8% | -53.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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