-4.3%
HD vs SM
+72.1%
-76.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | +4.3% | -25.9% | +30.2% | -0.6% |
| 30D | +20.2% | -15.1% | +35.3% | +17.0% |
| 3M | -1.0% | +4.9% | -5.9% | +0.3% |
| 6M | +7.9% | +6.1% | +1.8% | +10.2% |
| YTD | +2.0% | +63.4% | -61.4% | +0.4% |
| 1Y | -4.3% | +72.5% | -76.8% | -5.6% |
| All | -4.3% | +72.1% | -76.4% | -5.6% |
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