+25.9%
HD vs SMR
+43.9%
-18.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.2% | -18.1% | -2.2% |
| 7D | +4.3% | -9.6% | +13.9% | +4.5% |
| 30D | +20.2% | -33.8% | +54.0% | +21.2% |
| 3M | -1.0% | -46.4% | +45.4% | +0.2% |
| 6M | +7.9% | -62.4% | +70.3% | +9.9% |
| YTD | +2.0% | -64.1% | +66.1% | +3.5% |
| 1Y | -4.3% | -84.3% | +80.0% | -1.3% |
| 3Y | +25.9% | +55.8% | -29.9% | +12.8% |
| All | +25.9% | +43.9% | -18.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling