+257.9%
HD vs RACE
+738.3%
-480.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +3.6% | +3.9% | -0.3% | +2.1% |
| 30D | +21.6% | +7.4% | +14.1% | +18.4% |
| 3M | +0.1% | +1.6% | -1.5% | -0.6% |
| 6M | +13.0% | +23.3% | -10.3% | +4.0% |
| YTD | +4.9% | +14.7% | -9.7% | -1.2% |
| 1Y | -2.1% | +2.5% | -4.6% | -3.9% |
| 3Y | +32.6% | +28.0% | +4.6% | +14.6% |
| 5Y | +8.2% | +69.8% | -61.6% | -18.4% |
| 10Y | +257.9% | +734.9% | -477.0% | +87.3% |
| All | +257.9% | +738.3% | -480.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling