-4.6%
HD vs RACE
+10.6%
-15.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.3% | +2.3% | +4.7% |
| 7D | +11.9% | +9.9% | +2.0% | +7.5% |
| 30D | +26.4% | +12.8% | +13.6% | +20.2% |
| 3M | +2.8% | +7.4% | -4.5% | -0.5% |
| 6M | +15.5% | +27.6% | -12.1% | +3.5% |
| YTD | +5.5% | +18.4% | -12.8% | -4.3% |
| 1Y | -4.6% | +9.5% | -14.1% | -9.7% |
| All | -4.6% | +10.6% | -15.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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