+206.4%
HD vs SU
+267.2%
-60.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -3.8% | +2.2% | -6.1% | -4.2% |
| 30D | -9.4% | +8.4% | -17.9% | -10.6% |
| 3M | -4.6% | +12.1% | -16.7% | -6.6% |
| 6M | -10.1% | +19.7% | -29.8% | -13.4% |
| YTD | -8.3% | +58.4% | -66.7% | -16.1% |
| 1Y | -25.0% | +67.2% | -92.3% | -32.1% |
| 3Y | +1.5% | +125.0% | -123.5% | -13.9% |
| 5Y | +5.6% | +355.1% | -349.5% | -24.2% |
| All | +206.4% | +267.2% | -60.8% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling