+248.6%
HD vs PNR
+99.2%
+149.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +18.0% | +31.7% | -13.7% | +2.1% |
| 3M | +2.8% | +2.6% | +0.2% | +0.9% |
| 6M | +17.0% | -6.4% | +23.3% | +18.9% |
| YTD | +3.5% | -33.4% | +37.0% | +24.5% |
| 1Y | -2.6% | -35.1% | +32.5% | +18.7% |
| 3Y | +30.7% | +17.1% | +13.6% | +13.6% |
| 5Y | +6.2% | -3.5% | +9.8% | -0.4% |
| All | +248.6% | +99.2% | +149.3% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling