+4.5%
HD vs SN
+490.7%
-486.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -2.1% | -9.3% | +7.3% | -0.3% |
| 30D | -8.4% | -4.8% | -3.6% | -7.6% |
| 3M | +4.3% | +40.4% | -36.1% | -2.1% |
| 6M | -11.1% | +50.9% | -62.1% | -18.0% |
| YTD | -4.7% | +54.9% | -59.6% | -12.5% |
| 1Y | -19.8% | +43.0% | -62.8% | -25.7% |
| 3Y | +4.1% | +391.8% | -387.7% | -14.6% |
| All | +4.5% | +490.7% | -486.2% | -14.2% |
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