+7.4%
HD vs SPXU
-86.0%
+93.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.8% |
| 7D | -1.2% | -1.5% | +0.3% | -1.6% |
| 30D | -11.1% | +3.7% | -14.9% | -10.1% |
| 3M | +2.0% | -9.6% | +11.6% | -0.2% |
| 6M | -10.5% | -32.4% | +21.9% | -18.6% |
| YTD | -6.9% | -28.7% | +21.8% | -13.8% |
| 1Y | -23.2% | -38.2% | +15.0% | -31.4% |
| 3Y | +3.1% | -80.4% | +83.5% | -29.3% |
| 5Y | +7.4% | -86.0% | +93.4% | -23.6% |
| All | +7.4% | -86.0% | +93.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling