-23.1%
HD vs PSX
+104.4%
-127.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -0.9% |
| 7D | -1.8% | +1.8% | -3.6% | -1.5% |
| 30D | -10.8% | +21.6% | -32.5% | -8.1% |
| 3M | -2.7% | +46.5% | -49.1% | +3.2% |
| 6M | -10.3% | +62.0% | -72.3% | -4.6% |
| YTD | -7.8% | +106.3% | -114.1% | -3.7% |
| 1Y | -23.1% | +103.0% | -126.1% | -19.5% |
| All | -23.1% | +104.4% | -127.6% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling