-20.5%
HD vs SARO
-21.9%
+1.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -10.8% | -14.5% | +3.7% | -7.8% |
| 3M | -2.7% | -5.3% | +2.6% | -1.6% |
| 6M | -10.3% | -15.3% | +5.0% | -7.7% |
| YTD | -7.8% | -15.6% | +7.7% | -5.3% |
| 1Y | -23.1% | -9.1% | -14.1% | -22.3% |
| All | -20.5% | -21.9% | +1.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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