+24.6%
HD vs S
-51.5%
+76.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.2% |
| 7D | -0.5% | +4.1% | -4.5% | -0.9% |
| 30D | +18.5% | -7.2% | +25.7% | +19.1% |
| 3M | +2.2% | 0.0% | +2.2% | +1.4% |
| 6M | +13.8% | +41.6% | -27.8% | +8.6% |
| YTD | +3.4% | +48.6% | -45.2% | -2.5% |
| 1Y | -3.5% | +30.0% | -33.6% | -7.8% |
| 3Y | +29.0% | +42.2% | -13.2% | +19.0% |
| 5Y | +6.1% | -70.8% | +76.9% | +4.5% |
| All | +24.6% | -51.5% | +76.1% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling