-2.6%
HD vs SMR
-81.8%
+79.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | +1.5% | -8.3% | +9.8% | +1.7% |
| 30D | +18.0% | -20.1% | +38.1% | +18.5% |
| 3M | +2.8% | -52.7% | +55.5% | +4.1% |
| 6M | +17.0% | -61.0% | +78.0% | +18.8% |
| YTD | +3.5% | -67.1% | +70.6% | +4.9% |
| 1Y | -2.6% | -79.9% | +77.3% | -4.2% |
| All | -2.6% | -81.8% | +79.2% | -4.2% |
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