-3.5%
HD vs PM
+30.8%
-34.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -1.2% | -7.1% | +5.9% | +0.4% |
| 30D | +20.9% | -2.8% | +23.7% | +21.6% |
| 3M | -0.2% | +6.3% | -6.5% | -1.4% |
| 6M | +14.5% | +9.6% | +4.9% | +12.2% |
| YTD | +4.3% | +25.6% | -21.3% | -1.1% |
| 1Y | -3.5% | +29.7% | -33.1% | -9.2% |
| All | -3.5% | +30.8% | -34.3% | -9.2% |
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 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