+269.6%
HD vs RACE
+670.3%
-400.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +6.4% | +5.7% | +0.7% | +4.4% |
| 30D | +22.1% | +9.3% | +12.8% | +18.4% |
| 3M | -0.2% | +3.8% | -4.0% | -1.6% |
| 6M | +12.6% | +29.8% | -17.2% | +2.5% |
| YTD | +3.9% | +15.6% | -11.7% | -2.0% |
| 1Y | -3.7% | +5.1% | -8.8% | -6.2% |
| 3Y | +27.9% | +30.8% | -2.9% | +11.4% |
| 5Y | +7.8% | +67.4% | -59.6% | -15.7% |
| 10Y | +269.4% | +793.6% | -524.3% | +89.6% |
| All | +269.6% | +670.3% | -400.7% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling