-2.6%
HD vs SM
+64.7%
-67.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.4% |
| 7D | +5.2% | -19.5% | +24.7% | +1.5% |
| 30D | +20.7% | -20.2% | +40.9% | +16.4% |
| 3M | +0.8% | -6.5% | +7.3% | +0.1% |
| 6M | +12.2% | +1.6% | +10.7% | +13.9% |
| YTD | +4.2% | +61.2% | -57.0% | +2.4% |
| 1Y | -2.6% | +65.4% | -67.9% | -4.4% |
| All | -2.6% | +64.7% | -67.3% | -4.4% |
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