+31,139.8%
HD vs SU
+60,256.6%
-29,116.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -2.1% | +3.6% | -5.6% | -2.1% |
| 30D | -8.4% | +7.9% | -16.3% | -8.4% |
| 3M | +4.3% | +3.5% | +0.8% | +4.3% |
| 6M | -11.1% | +19.0% | -30.1% | -11.1% |
| YTD | -4.7% | +55.0% | -59.6% | -4.7% |
| 1Y | -19.8% | +71.2% | -91.0% | -19.9% |
| 3Y | +4.1% | +117.4% | -113.3% | +4.0% |
| 5Y | +10.3% | +335.2% | -324.8% | +10.2% |
| 10Y | +203.2% | +248.7% | -45.6% | +202.7% |
| All | +31,139.8% | +60,256.6% | -29,116.8% | +31,533.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling