+8,646.0%
HD vs ROP
+29,884.4%
-21,238.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | +4.3% | +2.1% | +2.2% | +3.8% |
| 30D | +20.2% | +32.9% | -12.7% | +11.0% |
| 3M | -1.0% | +20.0% | -21.0% | -6.1% |
| 6M | +7.9% | +36.4% | -28.5% | -1.7% |
| YTD | +2.0% | +7.8% | -5.8% | -1.2% |
| 1Y | -4.3% | +8.0% | -12.3% | -7.4% |
| 3Y | +25.9% | -3.5% | +29.4% | +25.3% |
| 5Y | +5.8% | +1.5% | +4.4% | +3.8% |
| 10Y | +262.5% | +198.5% | +64.1% | +170.7% |
| All | +8,646.0% | +29,884.4% | -21,238.3% | +3,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling