-3.7%
HD vs PR
+80.0%
-83.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -2.8% |
| 7D | +6.4% | -16.5% | +22.9% | +1.8% |
| 30D | +22.1% | -4.5% | +26.6% | +20.5% |
| 3M | -0.2% | +8.5% | -8.7% | +2.1% |
| 6M | +12.6% | -3.3% | +15.9% | +13.7% |
| YTD | +3.9% | +55.7% | -51.8% | +2.7% |
| 1Y | -3.7% | +82.0% | -85.8% | -6.6% |
| All | -3.7% | +80.0% | -83.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling