-19.8%
HD vs SITM
+174.8%
-194.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.8% |
| 7D | -2.1% | +9.7% | -11.8% | -2.2% |
| 30D | -8.4% | +12.7% | -21.1% | -8.8% |
| 3M | +4.3% | -13.4% | +17.8% | +4.6% |
| 6M | -11.1% | +59.6% | -70.8% | -14.9% |
| YTD | -4.7% | +73.3% | -78.0% | -8.9% |
| 1Y | -19.8% | +165.5% | -185.4% | -26.2% |
| All | -19.8% | +174.8% | -194.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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