+208.5%
HD vs ROP
+140.4%
+68.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.8% |
| 7D | -2.1% | -4.4% | +2.4% | +0.2% |
| 30D | -8.4% | +3.2% | -11.6% | -10.1% |
| 3M | +4.3% | +23.1% | -18.7% | -7.3% |
| 6M | -11.1% | +13.3% | -24.4% | -18.0% |
| YTD | -4.7% | -7.9% | +3.2% | -1.9% |
| 1Y | -19.8% | -22.1% | +2.2% | -9.3% |
| 3Y | +4.1% | -16.8% | +20.9% | +11.4% |
| 5Y | +10.3% | -13.5% | +23.8% | +14.1% |
| All | +208.5% | +140.4% | +68.1% | +93.2% |
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