+122.8%
HD vs SPOT
+218.6%
-95.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.9% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | -11.1% | +8.3% | -19.4% | -12.2% |
| 3M | +2.0% | +5.1% | -3.0% | +1.1% |
| 6M | -10.5% | -6.5% | -4.0% | -10.2% |
| YTD | -6.9% | -9.0% | +2.1% | -6.7% |
| 1Y | -23.2% | -26.4% | +3.2% | -20.7% |
| 3Y | +3.1% | +240.0% | -237.0% | -19.7% |
| 5Y | +7.4% | +111.7% | -104.3% | -14.6% |
| All | +122.8% | +218.6% | -95.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling