+1,896.2%
HD vs PM
+752.6%
+1,143.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.8% |
| 7D | -2.1% | -4.9% | +2.8% | +0.1% |
| 30D | -8.4% | -3.4% | -5.0% | -7.1% |
| 3M | +4.3% | +5.2% | -0.8% | +1.6% |
| 6M | -11.1% | +3.7% | -14.8% | -13.6% |
| YTD | -4.7% | +15.8% | -20.4% | -12.0% |
| 1Y | -19.8% | +17.4% | -37.2% | -26.8% |
| 3Y | +4.1% | +116.9% | -112.8% | -31.8% |
| 5Y | +10.3% | +117.3% | -107.0% | -29.2% |
| 10Y | +203.2% | +193.8% | +9.4% | +57.1% |
| All | +1,896.2% | +752.6% | +1,143.6% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling