+206.4%
HD vs SNY
+64.5%
+141.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -3.8% | -3.3% | -0.5% | -2.8% |
| 30D | -9.4% | -2.2% | -7.3% | -8.8% |
| 3M | -4.6% | -3.0% | -1.6% | -3.7% |
| 6M | -10.1% | +2.7% | -12.8% | -10.9% |
| YTD | -8.3% | -6.8% | -1.5% | -6.5% |
| 1Y | -25.0% | -5.3% | -19.8% | -24.0% |
| 3Y | +1.5% | -9.8% | +11.3% | +1.9% |
| 5Y | +5.6% | +9.7% | -4.1% | -5.0% |
| All | +206.4% | +64.5% | +141.9% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling