+3.1%
HD vs RSG
+55.3%
-52.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | -11.1% | +3.3% | -14.4% | -11.8% |
| 3M | +2.0% | +8.5% | -6.4% | 0.0% |
| 6M | -10.5% | -3.5% | -6.9% | -9.7% |
| YTD | -6.9% | +5.5% | -12.3% | -8.6% |
| 1Y | -23.2% | -1.7% | -21.5% | -23.0% |
| 3Y | +3.1% | +56.9% | -53.8% | -10.3% |
| All | +3.1% | +55.3% | -52.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling