+7.8%
HD vs RF
+42.4%
-34.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | +6.4% | -1.6% | +8.0% | +7.0% |
| 30D | +22.1% | +5.0% | +17.0% | +20.1% |
| 3M | -0.2% | -10.0% | +9.8% | +3.4% |
| 6M | +12.6% | +3.3% | +9.3% | +11.3% |
| YTD | +3.9% | +7.9% | -4.0% | +0.9% |
| 1Y | -3.7% | +21.2% | -25.0% | -10.1% |
| 3Y | +27.9% | +105.8% | -78.0% | -1.1% |
| 5Y | +7.8% | +43.7% | -35.9% | -8.6% |
| All | +7.8% | +42.4% | -34.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling