+8.5%
HD vs S
-67.1%
+75.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +20.9% | -7.3% | +28.2% | +21.5% |
| 3M | -0.2% | +5.9% | -6.0% | -1.5% |
| 6M | +14.5% | +45.6% | -31.1% | +8.5% |
| YTD | +4.3% | +58.5% | -54.2% | -2.7% |
| 1Y | -3.5% | +37.6% | -41.1% | -8.6% |
| 3Y | +30.1% | +51.7% | -21.5% | +18.2% |
| 5Y | +8.5% | -67.5% | +76.0% | +10.5% |
| All | +8.5% | -67.1% | +75.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling