+203.4%
HD vs RSG
+425.0%
-221.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -3.9% | -1.8% | -2.1% | -2.9% |
| 30D | -13.1% | +2.8% | -15.9% | -14.5% |
| 3M | -3.4% | +4.3% | -7.7% | -6.0% |
| 6M | -12.6% | -0.5% | -12.0% | -12.9% |
| YTD | -9.2% | +5.2% | -14.5% | -12.8% |
| 1Y | -23.9% | -2.1% | -21.8% | -23.9% |
| 3Y | +0.4% | +56.5% | -56.1% | -27.1% |
| 5Y | +4.5% | +89.5% | -85.0% | -34.7% |
| All | +203.4% | +425.0% | -221.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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