-19.8%
HD vs SU
+70.8%
-90.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +0.5% |
| 7D | -2.1% | +2.9% | -5.0% | -1.1% |
| 30D | -8.4% | +7.2% | -15.6% | -6.1% |
| 3M | +4.3% | +2.8% | +1.5% | +6.6% |
| 6M | -11.1% | +18.2% | -29.3% | -8.3% |
| YTD | -4.7% | +54.0% | -58.6% | -1.6% |
| 1Y | -19.8% | +70.1% | -89.9% | -15.5% |
| All | -19.8% | +70.8% | -90.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling