+254.2%
HD vs RF
+279.4%
-25.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.7% |
| 30D | +20.2% | +6.0% | +14.2% | +18.0% |
| 3M | -1.0% | -8.9% | +7.9% | +2.1% |
| 6M | +7.9% | +2.3% | +5.6% | +7.0% |
| YTD | +2.0% | +7.6% | -5.6% | -0.8% |
| 1Y | -4.3% | +21.2% | -25.5% | -10.4% |
| 3Y | +25.9% | +108.5% | -82.6% | -2.9% |
| 5Y | +5.8% | +43.2% | -37.4% | -10.4% |
| All | +254.2% | +279.4% | -25.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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