+208.5%
HD vs RF
+347.6%
-139.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -8.4% | -3.6% | -4.8% | -7.4% |
| 3M | +4.3% | +8.1% | -3.7% | +1.7% |
| 6M | -11.1% | +11.5% | -22.6% | -14.3% |
| YTD | -4.7% | +15.6% | -20.2% | -9.4% |
| 1Y | -19.8% | +15.7% | -35.5% | -24.0% |
| 3Y | +4.1% | +86.9% | -82.8% | -17.2% |
| 5Y | +10.3% | +89.8% | -79.5% | -15.0% |
| All | +208.5% | +347.6% | -139.1% | +66.1% |
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