-7.9%
HD vs SOLS
+26.5%
-34.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +20.8% | -21.3% | -1.5% |
| 30D | +18.5% | +9.2% | +9.3% | +17.6% |
| 3M | +2.2% | +7.1% | -4.9% | +1.4% |
| 6M | +13.8% | -23.7% | +37.5% | +16.4% |
| YTD | +3.4% | +37.3% | -33.9% | +0.4% |
| 1Y | -3.5% | +42.2% | -45.7% | -6.8% |
| All | -7.9% | +26.5% | -34.4% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling