+245.3%
HD vs PM
+254.9%
-9.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -1.2% | -7.1% | +5.9% | +1.3% |
| 30D | +20.9% | -2.8% | +23.7% | +21.9% |
| 3M | -0.2% | +6.3% | -6.5% | -2.5% |
| 6M | +14.5% | +9.6% | +4.9% | +10.4% |
| YTD | +4.3% | +25.6% | -21.3% | -4.7% |
| 1Y | -3.5% | +29.7% | -33.1% | -12.9% |
| 3Y | +30.1% | +147.6% | -117.4% | -12.8% |
| 5Y | +8.5% | +160.1% | -151.6% | -30.0% |
| 10Y | +245.3% | +260.9% | -15.6% | +84.6% |
| All | +245.3% | +254.9% | -9.6% | +84.6% |
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