+13.9%
HD vs SN
+639.7%
-625.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | +6.4% | +3.8% | +2.5% | +5.6% |
| 30D | +22.1% | +17.5% | +4.5% | +18.4% |
| 3M | -0.2% | +19.2% | -19.4% | -3.6% |
| 6M | +12.6% | +84.9% | -72.3% | +0.1% |
| YTD | +3.9% | +94.0% | -90.1% | -8.7% |
| 1Y | -3.7% | +151.3% | -155.1% | -18.8% |
| 3Y | +27.9% | +387.1% | -359.2% | +0.8% |
| All | +13.9% | +639.7% | -625.8% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling