+34,054.1%
HD vs ROL
+9,732.8%
+24,321.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | +3.4% | +1.8% | +4.0% |
| 30D | +20.7% | +20.8% | 0.0% | +13.1% |
| 3M | +0.8% | +3.7% | -2.9% | -0.6% |
| 6M | +12.2% | -27.7% | +39.9% | +24.7% |
| YTD | +4.2% | -34.9% | +39.1% | +19.7% |
| 1Y | -2.6% | -33.3% | +30.7% | +11.0% |
| 3Y | +30.0% | +4.3% | +25.7% | +25.1% |
| 5Y | +8.1% | +15.0% | -6.9% | -1.1% |
| 10Y | +247.2% | +214.7% | +32.5% | +119.1% |
| All | +34,054.1% | +9,732.8% | +24,321.2% | +6,159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling