+210.2%
HD vs PSX
+377.2%
-167.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | -1.8% | +1.8% | -3.6% | -2.2% |
| 30D | -10.8% | +21.6% | -32.5% | -14.3% |
| 3M | -2.7% | +46.5% | -49.1% | -10.1% |
| 6M | -10.3% | +62.0% | -72.3% | -19.4% |
| YTD | -7.8% | +106.3% | -114.1% | -21.7% |
| 1Y | -23.1% | +103.0% | -126.1% | -34.6% |
| 3Y | +2.0% | +135.5% | -133.5% | -17.5% |
| 5Y | +6.2% | +368.5% | -362.3% | -29.1% |
| 10Y | +210.2% | +386.6% | -176.4% | +87.2% |
| All | +210.2% | +377.2% | -167.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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