+5,223.1%
HD vs SM
+1,608.3%
+3,614.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.2% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -8.4% | +26.3% | -34.7% | -10.5% |
| 3M | +4.3% | +8.7% | -4.3% | +3.0% |
| 6M | -11.1% | +51.7% | -62.8% | -15.6% |
| YTD | -4.7% | +99.0% | -103.7% | -12.0% |
| 1Y | -19.8% | +34.6% | -54.4% | -23.4% |
| 3Y | +4.1% | -7.8% | +11.9% | +1.4% |
| 5Y | +10.3% | +104.8% | -94.5% | -3.2% |
| 10Y | +203.2% | +7.2% | +195.9% | +124.9% |
| All | +5,223.1% | +1,608.3% | +3,614.8% | +2,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling