+234.2%
HD vs PR
+147.8%
+86.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -1.3% |
| 7D | +6.4% | -16.5% | +22.9% | +7.1% |
| 30D | +22.1% | -4.5% | +26.6% | +22.2% |
| 3M | -0.2% | +8.5% | -8.7% | -0.7% |
| 6M | +12.6% | -3.3% | +15.9% | +12.5% |
| YTD | +3.9% | +55.7% | -51.8% | +1.3% |
| 1Y | -3.7% | +82.0% | -85.8% | -6.8% |
| 3Y | +27.9% | +62.5% | -34.6% | +23.8% |
| 5Y | +7.8% | +223.9% | -216.1% | +0.4% |
| 10Y | +269.4% | +64.2% | +205.1% | +258.7% |
| All | +234.2% | +147.8% | +86.4% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling