-4.6%
HD vs ROP
+10.4%
-15.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.6% | +5.6% |
| 7D | +11.9% | +11.7% | +0.2% | +9.4% |
| 30D | +26.4% | +35.5% | -9.0% | +19.4% |
| 3M | +2.8% | +25.6% | -22.8% | -1.8% |
| 6M | +15.5% | +39.3% | -23.8% | +8.9% |
| YTD | +5.5% | +11.6% | -6.1% | +7.4% |
| 1Y | -4.6% | +10.6% | -15.2% | -2.4% |
| All | -4.6% | +10.4% | -15.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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