+10.7%
HD vs SMR
+11.2%
-0.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +15.3% | -17.5% | -2.7% |
| 7D | -1.2% | +21.4% | -22.6% | -1.8% |
| 30D | -11.1% | +13.8% | -25.0% | -11.6% |
| 3M | +2.0% | +3.9% | -1.9% | +1.6% |
| 6M | -10.5% | -4.2% | -6.3% | -10.9% |
| YTD | -6.9% | -21.1% | +14.2% | -7.1% |
| 1Y | -23.2% | -67.1% | +43.9% | -21.9% |
| 3Y | +3.1% | +88.9% | -85.8% | -9.4% |
| All | +10.7% | +11.2% | -0.5% | +1.9% |
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 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