-4.0%
HD vs SUNB
+13.3%
-17.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | -0.5% | +7.1% | -7.6% | -1.9% |
| 30D | +18.5% | +5.4% | +13.1% | +16.9% |
| 3M | +2.2% | +1.7% | +0.4% | +1.4% |
| 6M | +13.8% | +14.1% | -0.2% | +9.2% |
| All | -4.0% | +13.3% | -17.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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