+13.3%
HD vs SMR
-3.5%
+16.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.1% | +4.4% | -6.5% | -2.2% |
| 30D | -8.4% | +3.4% | -11.8% | -8.6% |
| 3M | +4.3% | -19.2% | +23.5% | +4.7% |
| 6M | -11.1% | -22.6% | +11.5% | -11.0% |
| YTD | -4.7% | -31.5% | +26.9% | -4.5% |
| 1Y | -19.8% | -73.1% | +53.3% | -17.9% |
| 3Y | +4.1% | +55.0% | -50.8% | -7.6% |
| All | +13.3% | -3.5% | +16.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling