+850.3%
HD vs PSX
+1,093.9%
-243.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.3% | -13.1% | +17.5% | +7.1% |
| 30D | +20.2% | -9.5% | +29.7% | +22.3% |
| 3M | -1.0% | +20.2% | -21.2% | -5.2% |
| 6M | +7.9% | +44.9% | -37.0% | -1.0% |
| YTD | +2.0% | +94.4% | -92.4% | -13.0% |
| 1Y | -4.3% | +83.1% | -87.4% | -17.3% |
| 3Y | +25.9% | +132.2% | -106.2% | +1.4% |
| 5Y | +5.8% | +278.8% | -273.0% | -25.9% |
| 10Y | +262.5% | +354.2% | -91.6% | +124.1% |
| All | +850.3% | +1,093.9% | -243.6% | +396.0% |
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