-7.9%
HD vs SNDQ
-95.1%
+87.2%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | -3.8% | +11.6% | -15.5% | -4.0% |
| 30D | -9.4% | -45.1% | +35.6% | -8.9% |
| 3M | -4.6% | -68.6% | +64.0% | -4.2% |
| All | -7.9% | -95.1% | +87.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling