+22.9%
HD vs S
-52.7%
+75.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.0% |
| 7D | +4.3% | -13.4% | +17.8% | +5.7% |
| 30D | +20.2% | -14.0% | +34.2% | +21.7% |
| 3M | -1.0% | +4.9% | -5.9% | -2.2% |
| 6M | +7.9% | +42.0% | -34.1% | +2.8% |
| YTD | +2.0% | +45.1% | -43.1% | -3.6% |
| 1Y | -4.3% | +33.1% | -37.4% | -8.8% |
| 3Y | +25.9% | +40.6% | -14.7% | +16.3% |
| 5Y | +5.8% | -67.5% | +73.3% | +4.2% |
| All | +22.9% | -52.7% | +75.6% | +22.3% |
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 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