-3.5%
HD vs SM
+78.0%
-81.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.0% | +0.1% |
| 7D | -0.5% | +10.6% | -11.1% | +1.5% |
| 30D | +18.5% | -15.0% | +33.5% | +15.6% |
| 3M | +2.2% | +1.7% | +0.5% | +3.2% |
| 6M | +13.8% | +5.9% | +8.0% | +17.0% |
| YTD | +3.4% | +79.0% | -75.6% | +4.4% |
| 1Y | -3.5% | +84.7% | -88.2% | -2.0% |
| All | -3.5% | +78.0% | -81.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling