+248.6%
HD vs SM
+18.0%
+230.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.5% | +9.4% | -7.9% | +0.9% |
| 30D | +18.0% | -14.4% | +32.4% | +18.9% |
| 3M | +2.8% | +1.6% | +1.2% | +2.2% |
| 6M | +17.0% | +6.3% | +10.6% | +15.4% |
| YTD | +3.5% | +78.8% | -75.2% | -2.4% |
| 1Y | -2.6% | +83.1% | -85.7% | -8.4% |
| 3Y | +30.7% | -5.9% | +36.6% | +27.5% |
| 5Y | +6.2% | +4.8% | +1.4% | +0.9% |
| All | +248.6% | +18.0% | +230.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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