+6,074.4%
HD vs SUI
+4,037.5%
+2,036.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | -2.1% | -2.8% | +0.8% | -0.9% |
| 30D | -8.4% | -1.2% | -7.2% | -8.0% |
| 3M | +4.3% | -1.7% | +6.1% | +4.9% |
| 6M | -11.1% | -10.5% | -0.7% | -7.3% |
| YTD | -4.7% | -1.8% | -2.8% | -4.3% |
| 1Y | -19.8% | -4.1% | -15.7% | -18.8% |
| 3Y | +4.1% | +11.3% | -7.2% | -2.6% |
| 5Y | +10.3% | -32.1% | +42.4% | +24.3% |
| 10Y | +203.2% | +110.4% | +92.7% | +114.5% |
| All | +6,074.4% | +4,037.5% | +2,036.9% | +1,567.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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