+257.9%
HD vs PM
+228.8%
+29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.7% |
| 7D | +3.6% | -7.3% | +10.9% | +6.2% |
| 30D | +21.6% | -4.0% | +25.6% | +23.1% |
| 3M | +0.1% | +2.7% | -2.6% | -1.0% |
| 6M | +13.0% | +14.9% | -1.9% | +7.1% |
| YTD | +4.9% | +23.5% | -18.6% | -3.5% |
| 1Y | -2.1% | +30.4% | -32.4% | -11.8% |
| 3Y | +32.6% | +143.2% | -110.6% | -10.2% |
| 5Y | +8.2% | +159.5% | -151.2% | -29.9% |
| 10Y | +257.9% | +234.7% | +23.3% | +107.2% |
| All | +257.9% | +228.8% | +29.1% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling