+6.1%
HD vs PM
+159.3%
-153.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +18.5% | -1.3% | +19.8% | +18.8% |
| 3M | +2.2% | +6.5% | -4.4% | +0.8% |
| 6M | +13.8% | +7.0% | +6.9% | +12.1% |
| YTD | +3.4% | +25.8% | -22.4% | -1.5% |
| 1Y | -3.5% | +30.9% | -34.4% | -8.8% |
| 3Y | +29.0% | +148.0% | -119.0% | -1.2% |
| 5Y | +6.1% | +161.2% | -155.1% | -15.3% |
| All | +6.1% | +159.3% | -153.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling