+4.5%
HD vs SU
+341.5%
-337.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | -13.1% | +9.6% | -22.8% | -13.7% |
| 3M | -3.4% | +11.7% | -15.2% | -4.3% |
| 6M | -12.6% | +21.9% | -34.5% | -14.7% |
| YTD | -9.2% | +58.6% | -67.9% | -14.4% |
| 1Y | -23.9% | +66.5% | -90.5% | -28.7% |
| 3Y | +0.4% | +121.4% | -121.0% | -10.0% |
| 5Y | +4.5% | +355.7% | -351.2% | -14.1% |
| All | +4.5% | +341.5% | -337.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling