+128.0%
HD vs SPOT
+227.0%
-99.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.4% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | -8.4% | +12.5% | -20.9% | -10.1% |
| 3M | +4.3% | +9.9% | -5.6% | +2.7% |
| 6M | -11.1% | +1.6% | -12.7% | -12.0% |
| YTD | -4.7% | -6.6% | +1.9% | -4.9% |
| 1Y | -19.8% | -22.9% | +3.1% | -17.7% |
| 3Y | +4.1% | +244.3% | -240.2% | -19.0% |
| 5Y | +10.3% | +117.8% | -107.5% | -12.6% |
| All | +128.0% | +227.0% | -99.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling