+25.9%
HD vs SN
+397.9%
-372.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | +4.3% | +7.2% | -2.9% | +2.7% |
| 30D | +20.2% | +20.4% | -0.2% | +15.2% |
| 3M | -1.0% | +23.9% | -24.9% | -5.9% |
| 6M | +7.9% | +93.0% | -85.1% | -7.3% |
| YTD | +2.0% | +99.2% | -97.3% | -13.4% |
| 1Y | -4.3% | +142.6% | -146.9% | -21.9% |
| 3Y | +25.9% | +398.8% | -372.9% | -13.1% |
| All | +25.9% | +397.9% | -372.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling