+9.6%
HD vs SMR
+7.6%
+2.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -1.8% | +13.1% | -14.9% | -2.2% |
| 30D | -10.8% | +17.8% | -28.6% | -11.4% |
| 3M | -2.7% | +8.1% | -10.8% | -3.2% |
| 6M | -10.3% | -11.1% | +0.8% | -10.5% |
| YTD | -7.8% | -23.7% | +15.9% | -8.0% |
| 1Y | -23.1% | -69.4% | +46.3% | -21.6% |
| 3Y | +2.0% | +82.6% | -80.6% | -10.2% |
| All | +9.6% | +7.6% | +2.0% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling