+147.3%
HD vs SPOT
+260.8%
-113.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | +18.5% | +13.5% | +5.0% | +16.3% |
| 3M | +2.2% | +22.2% | -20.1% | -1.0% |
| 6M | +13.8% | +38.3% | -24.5% | +7.9% |
| YTD | +3.4% | +3.1% | +0.3% | +1.6% |
| 1Y | -3.5% | -7.6% | +4.1% | -3.7% |
| 3Y | +29.0% | +250.0% | -221.1% | +0.5% |
| 5Y | +6.1% | +113.3% | -107.2% | -15.4% |
| All | +147.3% | +260.8% | -113.5% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling