+7.4%
HD vs PSX
+349.1%
-341.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.5% |
| 30D | -11.1% | +27.8% | -38.9% | -13.5% |
| 3M | +2.0% | +42.0% | -40.0% | -2.1% |
| 6M | -10.5% | +58.1% | -68.6% | -15.6% |
| YTD | -6.9% | +105.0% | -111.9% | -15.9% |
| 1Y | -23.2% | +104.9% | -128.1% | -30.7% |
| 3Y | +3.1% | +134.1% | -131.0% | -10.0% |
| 5Y | +7.4% | +363.8% | -356.4% | -11.9% |
| All | +7.4% | +349.1% | -341.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling