+239.5%
HD vs PR
+160.5%
+79.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.5% | +13.1% | +6.8% |
| 7D | +11.9% | -12.1% | +24.0% | +12.5% |
| 30D | +26.4% | +0.9% | +25.5% | +26.3% |
| 3M | +2.8% | +10.1% | -7.3% | +2.2% |
| 6M | +15.5% | +1.1% | +14.4% | +15.1% |
| YTD | +5.5% | +63.7% | -58.1% | +2.7% |
| 1Y | -4.6% | +87.0% | -91.6% | -7.7% |
| 3Y | +29.9% | +70.7% | -40.9% | +25.5% |
| 5Y | +8.4% | +246.8% | -238.4% | +0.7% |
| 10Y | +275.2% | +72.6% | +202.6% | +263.6% |
| All | +239.5% | +160.5% | +79.0% | +225.7% |
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