+21.2%
HD vs SMR
-49.5%
+70.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.2% | -18.1% | -2.3% |
| 7D | +4.3% | -9.6% | +13.9% | +4.6% |
| 30D | +20.2% | -33.8% | +54.0% | +21.5% |
| 3M | -1.0% | -46.4% | +45.4% | +0.5% |
| 6M | +7.9% | -62.4% | +70.3% | +10.4% |
| YTD | +2.0% | -64.1% | +66.1% | +3.9% |
| 1Y | -4.3% | -84.3% | +80.0% | -0.2% |
| 3Y | +25.9% | +55.8% | -29.9% | +8.4% |
| All | +21.2% | -49.5% | +70.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling