+7.9%
HD vs PM
+17.8%
-9.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.5% |
| 7D | +4.3% | -5.2% | +9.6% | +5.6% |
| 30D | +20.2% | +2.7% | +17.5% | +19.6% |
| 3M | -1.0% | +5.2% | -6.2% | -1.8% |
| 6M | +7.9% | +17.0% | -9.1% | +6.9% |
| All | +7.9% | +17.8% | -9.8% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling