+1,898.2%
HD vs RSG
+2,015.2%
-117.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | -8.4% | +7.6% | -16.0% | -10.7% |
| 3M | +4.3% | +7.4% | -3.1% | +1.7% |
| 6M | -11.1% | -3.3% | -7.9% | -10.5% |
| YTD | -4.7% | +6.0% | -10.7% | -7.1% |
| 1Y | -19.8% | -3.7% | -16.1% | -19.3% |
| 3Y | +4.1% | +59.1% | -55.0% | -12.5% |
| 5Y | +10.3% | +89.0% | -78.7% | -12.9% |
| 10Y | +203.2% | +412.5% | -209.3% | +75.6% |
| All | +1,898.2% | +2,015.2% | -117.1% | +635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling