+6.2%
HD vs SPYG
+83.9%
-77.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -10.8% | -1.7% | -9.2% | -10.0% |
| 3M | -2.7% | +3.6% | -6.3% | -4.9% |
| 6M | -10.3% | +16.6% | -26.9% | -18.4% |
| YTD | -7.8% | +13.4% | -21.2% | -14.9% |
| 1Y | -23.1% | +19.6% | -42.7% | -31.6% |
| 3Y | +2.0% | +99.8% | -97.8% | -37.4% |
| 5Y | +6.2% | +85.0% | -78.7% | -32.7% |
| All | +6.2% | +83.9% | -77.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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