+67.1%
HD vs SITM
+4,437.5%
-4,370.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.8% | +3.7% | -5.5% | -2.2% |
| 30D | -10.8% | -14.5% | +3.7% | -9.6% |
| 3M | -2.7% | -10.6% | +7.9% | -2.9% |
| 6M | -10.3% | +65.5% | -75.8% | -17.4% |
| YTD | -7.8% | +67.0% | -74.8% | -15.8% |
| 1Y | -23.1% | +138.6% | -161.7% | -33.4% |
| 3Y | +2.0% | +421.8% | -419.8% | -24.7% |
| 5Y | +6.2% | +172.4% | -166.2% | -21.2% |
| All | +67.1% | +4,437.5% | -4,370.4% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling