-23.2%
HD vs ROL
-37.3%
+14.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.7% |
| 7D | -1.2% | -3.4% | +2.3% | -0.4% |
| 30D | -11.1% | -6.9% | -4.2% | -9.7% |
| 3M | +2.0% | -24.6% | +26.6% | +8.7% |
| 6M | -10.5% | -39.5% | +29.1% | +0.3% |
| YTD | -6.9% | -41.1% | +34.3% | +3.7% |
| 1Y | -23.2% | -37.9% | +14.8% | -15.2% |
| All | -23.2% | -37.3% | +14.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling