-8.3%
HD vs Q
+66.4%
-74.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.2% | -2.2% |
| 7D | +4.3% | +0.3% | +4.1% | +4.3% |
| 30D | +20.2% | -9.8% | +30.0% | +21.1% |
| 3M | -1.0% | -12.2% | +11.2% | -0.2% |
| 6M | +7.9% | -21.6% | +29.5% | +8.9% |
| YTD | +2.0% | +43.6% | -41.6% | -7.5% |
| 1Y | -4.3% | +25.7% | -30.0% | -11.5% |
| All | -8.3% | +66.4% | -74.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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