-4.3%
HD vs RACE
+3.3%
-7.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.2% |
| 7D | +4.3% | +5.1% | -0.8% | +2.2% |
| 30D | +20.2% | +7.7% | +12.5% | +16.5% |
| 3M | -1.0% | +2.2% | -3.2% | -2.1% |
| 6M | +7.9% | +23.8% | -15.8% | -2.1% |
| YTD | +2.0% | +13.9% | -11.9% | -5.8% |
| 1Y | -4.3% | +3.8% | -8.1% | -5.7% |
| All | -4.3% | +3.3% | -7.6% | -5.7% |
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