-18.4%
HD vs SOLS
+17.0%
-35.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | -3.5% | -0.4% | -3.5% |
| 30D | -9.4% | -1.0% | -8.5% | -9.4% |
| 3M | -4.6% | -24.1% | +19.5% | -2.3% |
| 6M | -10.1% | -18.0% | +7.9% | -9.3% |
| YTD | -8.3% | +27.1% | -35.4% | -10.3% |
| All | -18.4% | +17.0% | -35.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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