+14.3%
HD vs SN
+671.7%
-657.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +5.2% | +7.6% | -2.4% | +3.7% |
| 30D | +20.7% | +22.4% | -1.7% | +16.2% |
| 3M | +0.8% | +21.7% | -20.9% | -3.1% |
| 6M | +12.2% | +102.8% | -90.6% | -1.9% |
| YTD | +4.2% | +102.4% | -98.2% | -9.1% |
| 1Y | -2.6% | +139.0% | -141.5% | -17.3% |
| 3Y | +30.0% | +440.4% | -410.4% | +1.5% |
| All | +14.3% | +671.7% | -657.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling