+4.9%
HD vs SPCH
-59.6%
+64.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.8% | -18.7% | -1.9% |
| 7D | +4.3% | -3.0% | +7.4% | +4.3% |
| 30D | +20.2% | -39.8% | +60.0% | +20.9% |
| 3M | -1.0% | +16.8% | -17.8% | -3.6% |
| All | +4.9% | -59.6% | +64.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling