+1,972.6%
HD vs SPXU
-100.0%
+2,072.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +1.3% |
| 7D | -2.1% | -0.1% | -1.9% | -2.1% |
| 30D | -8.4% | +0.8% | -9.2% | -8.1% |
| 3M | +4.3% | -4.7% | +9.0% | +3.5% |
| 6M | -11.1% | -29.6% | +18.5% | -19.0% |
| YTD | -4.7% | -29.9% | +25.2% | -12.9% |
| 1Y | -19.8% | -39.1% | +19.3% | -29.5% |
| 3Y | +4.1% | -80.0% | +84.1% | -30.0% |
| 5Y | +10.3% | -86.0% | +96.4% | -23.7% |
| 10Y | +203.2% | -99.5% | +302.7% | +0.7% |
| All | +1,972.6% | -100.0% | +2,072.6% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling