-4.6%
HD vs S
+36.5%
-41.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.5% |
| 7D | +11.9% | -8.2% | +20.1% | +11.9% |
| 30D | +26.4% | -7.6% | +34.1% | +26.4% |
| 3M | +2.8% | +12.0% | -9.1% | +2.4% |
| 6M | +15.5% | +50.6% | -35.1% | +14.3% |
| YTD | +5.5% | +56.6% | -51.1% | +3.4% |
| 1Y | -4.6% | +39.2% | -43.8% | -6.3% |
| All | -4.6% | +36.5% | -41.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling