+245.3%
HD vs SO
+195.2%
+50.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | +0.8% | -1.9% | -1.5% |
| 30D | +20.9% | +7.8% | +13.1% | +17.0% |
| 3M | -0.2% | +2.9% | -3.1% | -1.4% |
| 6M | +14.5% | +2.5% | +12.0% | +13.2% |
| YTD | +4.3% | +10.3% | -5.9% | -0.4% |
| 1Y | -3.5% | +6.4% | -9.8% | -6.4% |
| 3Y | +30.1% | +52.8% | -22.7% | +5.7% |
| 5Y | +8.5% | +78.7% | -70.2% | -19.1% |
| 10Y | +245.3% | +196.3% | +49.0% | +130.4% |
| All | +245.3% | +195.2% | +50.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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