+7.8%
HD vs RACE
+65.1%
-57.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +6.4% | +5.7% | +0.7% | +4.3% |
| 30D | +22.1% | +9.3% | +12.8% | +18.3% |
| 3M | -0.2% | +3.8% | -4.0% | -1.6% |
| 6M | +12.6% | +29.8% | -17.2% | +2.1% |
| YTD | +3.9% | +15.6% | -11.7% | -2.3% |
| 1Y | -3.7% | +5.1% | -8.8% | -6.5% |
| 3Y | +27.9% | +30.8% | -2.9% | +7.8% |
| 5Y | +7.8% | +67.4% | -59.6% | -20.5% |
| All | +7.8% | +65.1% | -57.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling