+7.4%
HD vs SITM
+168.3%
-160.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -2.1% |
| 7D | -1.2% | +8.4% | -9.5% | -2.0% |
| 30D | -11.1% | -17.4% | +6.3% | -9.7% |
| 3M | +2.0% | -9.8% | +11.9% | +1.8% |
| 6M | -10.5% | +83.0% | -93.4% | -18.3% |
| YTD | -6.9% | +69.6% | -76.4% | -14.9% |
| 1Y | -23.2% | +144.9% | -168.1% | -33.5% |
| 3Y | +3.1% | +429.9% | -426.8% | -24.8% |
| 5Y | +7.4% | +169.2% | -161.8% | -21.8% |
| All | +7.4% | +168.3% | -160.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling