+34,486.1%
HD vs RF
+1,462.6%
+33,023.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.1% |
| 7D | +11.9% | +2.3% | +9.7% | +11.3% |
| 30D | +26.4% | +7.2% | +19.2% | +24.2% |
| 3M | +2.8% | -8.2% | +11.0% | +5.2% |
| 6M | +15.5% | +7.0% | +8.4% | +13.4% |
| YTD | +5.5% | +10.3% | -4.8% | +2.6% |
| 1Y | -4.6% | +25.1% | -29.7% | -10.3% |
| 3Y | +29.9% | +110.3% | -80.4% | +5.1% |
| 5Y | +8.4% | +47.1% | -38.7% | -5.6% |
| 10Y | +275.2% | +297.9% | -22.8% | +136.4% |
| All | +34,486.1% | +1,462.6% | +33,023.5% | +7,672.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling