+257.9%
HD vs ROP
+189.6%
+68.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.4% |
| 7D | +3.6% | -1.6% | +5.2% | +4.6% |
| 30D | +21.6% | +29.5% | -8.0% | +6.1% |
| 3M | +0.1% | +17.5% | -17.4% | -8.4% |
| 6M | +13.0% | +38.1% | -25.1% | -6.0% |
| YTD | +4.9% | +7.0% | -2.0% | -0.4% |
| 1Y | -2.1% | +6.5% | -8.6% | -6.8% |
| 3Y | +32.6% | -5.5% | +38.1% | +32.8% |
| 5Y | +8.2% | -0.4% | +8.6% | +3.9% |
| 10Y | +257.9% | +183.6% | +74.3% | +113.7% |
| All | +257.9% | +189.6% | +68.3% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling