+30.0%
HD vs RF
+116.7%
-86.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +5.2% | +0.3% | +4.8% | +5.1% |
| 30D | +20.7% | +6.2% | +14.5% | +18.2% |
| 3M | +0.8% | -7.8% | +8.6% | +3.8% |
| 6M | +12.2% | +5.9% | +6.3% | +9.8% |
| YTD | +4.2% | +9.0% | -4.8% | +0.5% |
| 1Y | -2.6% | +19.3% | -21.8% | -9.1% |
| 3Y | +30.0% | +116.4% | -86.4% | -5.3% |
| All | +30.0% | +116.7% | -86.7% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling