+248.6%
HD vs SO
+197.2%
+51.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +1.5% | +1.4% | +0.2% | +0.9% |
| 30D | +18.0% | +4.7% | +13.3% | +15.7% |
| 3M | +2.8% | +1.7% | +1.1% | +2.0% |
| 6M | +17.0% | +2.2% | +14.8% | +15.8% |
| YTD | +3.5% | +10.0% | -6.4% | -1.0% |
| 1Y | -2.6% | +6.0% | -8.6% | -5.4% |
| 3Y | +30.7% | +54.1% | -23.4% | +5.7% |
| 5Y | +6.2% | +79.6% | -73.4% | -20.9% |
| All | +248.6% | +197.2% | +51.4% | +133.3% |
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