+254.2%
HD vs ROP
+196.0%
+58.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.3% |
| 7D | +4.3% | +2.1% | +2.2% | +3.3% |
| 30D | +20.2% | +32.9% | -12.7% | +3.5% |
| 3M | -1.0% | +20.3% | -21.3% | -10.5% |
| 6M | +7.9% | +36.8% | -28.8% | -9.8% |
| YTD | +2.0% | +8.1% | -6.1% | -3.7% |
| 1Y | -4.3% | +8.3% | -12.6% | -9.7% |
| 3Y | +25.9% | -3.2% | +29.2% | +24.5% |
| 5Y | +5.8% | +1.7% | +4.1% | +0.4% |
| All | +254.2% | +196.0% | +58.2% | +106.1% |
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