+13.5%
HD vs SN
+671.3%
-657.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | +1.5% | +1.5% | 0.0% | +1.2% |
| 30D | +18.0% | +21.5% | -3.5% | +13.7% |
| 3M | +2.8% | +20.0% | -17.2% | -0.9% |
| 6M | +17.0% | +119.9% | -103.0% | +0.9% |
| YTD | +3.5% | +102.3% | -98.8% | -9.7% |
| 1Y | -2.6% | +148.0% | -150.6% | -17.7% |
| 3Y | +30.7% | +450.0% | -419.3% | +2.0% |
| All | +13.5% | +671.3% | -657.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling