-4.6%
HD vs SMR
-87.0%
+82.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.5% | +11.0% | +6.6% |
| 7D | +11.9% | -9.5% | +21.5% | +12.1% |
| 30D | +26.4% | -33.2% | +59.6% | +27.3% |
| 3M | +2.8% | -45.9% | +48.8% | +3.8% |
| 6M | +15.5% | -57.9% | +73.3% | +17.0% |
| YTD | +5.5% | -63.8% | +69.3% | +6.7% |
| 1Y | -4.6% | -85.6% | +81.0% | -7.7% |
| All | -4.6% | -87.0% | +82.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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