-4.3%
HD vs PM
+38.0%
-42.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | +4.3% | -5.2% | +9.6% | +5.6% |
| 30D | +20.2% | +2.7% | +17.5% | +19.5% |
| 3M | -1.0% | +6.1% | -7.1% | -2.2% |
| 6M | +7.9% | +18.0% | -10.1% | +4.3% |
| YTD | +2.0% | +26.6% | -24.6% | -3.5% |
| 1Y | -4.3% | +36.7% | -41.0% | -11.1% |
| All | -4.3% | +38.0% | -42.3% | -11.1% |
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