+1,417.8%
HD vs SNY
+242.6%
+1,175.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.8% | -3.6% | +1.8% | -0.4% |
| 30D | -10.8% | -1.4% | -9.4% | -10.3% |
| 3M | -2.7% | -4.2% | +1.5% | -1.2% |
| 6M | -10.3% | +2.0% | -12.3% | -11.1% |
| YTD | -7.8% | -6.7% | -1.1% | -5.7% |
| 1Y | -23.1% | -4.7% | -18.5% | -22.2% |
| 3Y | +2.0% | -8.1% | +10.1% | +1.3% |
| 5Y | +6.2% | +8.2% | -2.0% | -3.7% |
| 10Y | +210.2% | +64.8% | +145.3% | +131.1% |
| All | +1,417.8% | +242.6% | +1,175.2% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling