+788.2%
HD vs PSX
+1,139.4%
-351.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +4.5% | -6.6% | -3.0% |
| 30D | -8.4% | +26.6% | -35.0% | -12.8% |
| 3M | +4.3% | +39.3% | -34.9% | -2.9% |
| 6M | -11.1% | +56.8% | -67.9% | -19.9% |
| YTD | -4.7% | +101.8% | -106.5% | -18.9% |
| 1Y | -19.8% | +99.6% | -119.4% | -31.8% |
| 3Y | +4.1% | +140.3% | -136.2% | -16.5% |
| 5Y | +10.3% | +339.3% | -329.0% | -25.3% |
| 10Y | +203.2% | +369.9% | -166.7% | +86.8% |
| All | +788.2% | +1,139.4% | -351.2% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling