+6.1%
HD vs SM
+5.1%
+1.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.0% | -1.2% |
| 7D | -0.5% | +10.6% | -11.1% | -1.1% |
| 30D | +18.5% | -15.0% | +33.5% | +19.4% |
| 3M | +2.2% | +1.7% | +0.5% | +1.4% |
| 6M | +13.8% | +5.9% | +8.0% | +12.1% |
| YTD | +3.4% | +79.0% | -75.6% | -5.2% |
| 1Y | -3.5% | +84.7% | -88.2% | -12.0% |
| 3Y | +29.0% | -3.5% | +32.5% | +24.1% |
| 5Y | +6.1% | +4.9% | +1.1% | -1.5% |
| All | +6.1% | +5.1% | +1.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling