+25.9%
HD vs PM
+142.0%
-116.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.6% |
| 7D | +4.3% | -5.2% | +9.6% | +5.1% |
| 30D | +20.2% | +2.7% | +17.5% | +19.8% |
| 3M | -1.0% | +5.2% | -6.2% | -1.6% |
| 6M | +7.9% | +17.0% | -9.1% | +6.0% |
| YTD | +2.0% | +25.5% | -23.5% | -0.4% |
| 1Y | -4.3% | +35.5% | -39.8% | -7.0% |
| 3Y | +25.9% | +143.9% | -118.0% | +5.0% |
| All | +25.9% | +142.0% | -116.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling