+33,321.4%
HD vs SO
+6,268.1%
+27,053.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.4% |
| 7D | +4.3% | -1.5% | +5.8% | +5.0% |
| 30D | +20.2% | +8.1% | +12.1% | +16.6% |
| 3M | -1.0% | +0.2% | -1.2% | -1.1% |
| 6M | +7.9% | +0.4% | +7.5% | +7.6% |
| YTD | +2.0% | +8.5% | -6.5% | -1.6% |
| 1Y | -4.3% | +4.9% | -9.2% | -6.5% |
| 3Y | +25.9% | +47.9% | -22.0% | +6.1% |
| 5Y | +5.8% | +75.7% | -69.9% | -17.6% |
| 10Y | +262.5% | +178.0% | +84.5% | +131.3% |
| All | +33,321.4% | +6,268.1% | +27,053.3% | +5,475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling