+1,831.6%
HD vs POET
-20.0%
+1,851.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -1.8% | +9.7% | -11.6% | -2.0% |
| 30D | -10.8% | -6.5% | -4.3% | -10.8% |
| 3M | -2.7% | -25.7% | +23.0% | -2.3% |
| 6M | -10.3% | +19.6% | -29.9% | -12.0% |
| YTD | -7.8% | +26.4% | -34.2% | -9.8% |
| 1Y | -23.1% | +50.1% | -73.2% | -25.4% |
| 3Y | +2.0% | +127.9% | -125.9% | -4.4% |
| 5Y | +6.2% | -5.9% | +12.1% | +0.4% |
| 10Y | +210.2% | +31.1% | +179.0% | +183.1% |
| All | +1,831.6% | -20.0% | +1,851.6% | +1,689.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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