+10.8%
HD vs SO
+58.2%
-47.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -8.4% | -4.6% | -3.8% | -6.9% |
| 3M | +4.3% | -3.0% | +7.4% | +5.5% |
| 6M | -11.1% | -8.3% | -2.9% | -8.5% |
| YTD | -4.7% | +3.5% | -8.2% | -6.1% |
| 1Y | -19.8% | -0.9% | -18.9% | -19.8% |
| 3Y | +4.1% | +45.4% | -41.2% | -11.5% |
| All | +10.8% | +58.2% | -47.4% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling