+247.2%
HD vs SM
+4.2%
+243.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +5.2% | -19.5% | +24.7% | +6.5% |
| 30D | +20.7% | -20.2% | +40.9% | +22.2% |
| 3M | +0.8% | -6.5% | +7.3% | +0.8% |
| 6M | +12.2% | +1.6% | +10.7% | +11.1% |
| YTD | +4.2% | +61.2% | -57.0% | -1.0% |
| 1Y | -2.6% | +65.4% | -67.9% | -7.7% |
| 3Y | +30.0% | -13.0% | +43.0% | +27.5% |
| 5Y | +8.1% | -4.3% | +12.4% | +3.3% |
| 10Y | +247.2% | +3.0% | +244.1% | +158.5% |
| All | +247.2% | +4.2% | +243.0% | +158.5% |
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