+254.2%
HD vs PR
+66.0%
+188.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.9% |
| 7D | +4.3% | -16.4% | +20.7% | +5.1% |
| 30D | +20.2% | -1.9% | +22.1% | +20.2% |
| 3M | -1.0% | +8.0% | -9.0% | -1.5% |
| 6M | +7.9% | +4.1% | +3.8% | +7.4% |
| YTD | +2.0% | +58.7% | -56.7% | -0.6% |
| 1Y | -4.3% | +75.8% | -80.1% | -7.2% |
| 3Y | +25.9% | +73.2% | -47.2% | +21.5% |
| 5Y | +5.8% | +230.1% | -224.3% | -1.6% |
| All | +254.2% | +66.0% | +188.2% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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