+247.2%
HD vs SO
+188.2%
+59.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +20.7% | +8.7% | +12.0% | +16.5% |
| 3M | +0.8% | +3.4% | -2.6% | -0.7% |
| 6M | +12.2% | +3.7% | +8.5% | +10.3% |
| YTD | +4.2% | +10.0% | -5.8% | -0.4% |
| 1Y | -2.6% | +6.6% | -9.2% | -5.6% |
| 3Y | +30.0% | +52.5% | -22.5% | +5.7% |
| 5Y | +8.1% | +76.1% | -68.0% | -18.8% |
| 10Y | +247.2% | +194.9% | +52.3% | +132.1% |
| All | +247.2% | +188.2% | +59.0% | +132.1% |
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