+8.1%
HD vs SPXU
-83.3%
+91.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.4% |
| 7D | +5.2% | +0.5% | +4.7% | +5.8% |
| 30D | +20.7% | +10.9% | +9.8% | +24.8% |
| 3M | +0.8% | +9.6% | -8.8% | +4.1% |
| 6M | +12.2% | -4.7% | +16.9% | +12.1% |
| YTD | +4.2% | -24.6% | +28.8% | -1.5% |
| 1Y | -2.6% | -24.7% | +22.2% | -7.7% |
| 3Y | +30.0% | -80.0% | +110.0% | -10.6% |
| 5Y | +8.1% | -83.5% | +91.6% | -19.3% |
| All | +8.1% | -83.3% | +91.4% | -19.3% |
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