+254.2%
HD vs ROL
+216.1%
+38.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.0% |
| 7D | +4.3% | +9.5% | -5.2% | +0.7% |
| 30D | +20.2% | +22.9% | -2.7% | +11.1% |
| 3M | -1.0% | +3.5% | -4.5% | -2.5% |
| 6M | +7.9% | -29.4% | +37.3% | +22.3% |
| YTD | +2.0% | -36.1% | +38.0% | +19.6% |
| 1Y | -4.3% | -34.4% | +30.1% | +11.0% |
| 3Y | +25.9% | +4.0% | +21.9% | +19.4% |
| 5Y | +5.8% | +13.2% | -7.4% | -5.6% |
| All | +254.2% | +216.1% | +38.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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