+4.5%
HD vs TDY
+34.3%
-29.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -3.9% | -1.9% | -2.0% | -3.1% |
| 30D | -13.1% | -12.5% | -0.6% | -8.1% |
| 3M | -3.4% | -0.8% | -2.6% | -3.4% |
| 6M | -12.6% | -9.0% | -3.6% | -9.4% |
| YTD | -9.2% | +16.8% | -26.0% | -16.1% |
| 1Y | -23.9% | +9.5% | -33.4% | -27.9% |
| 3Y | +0.4% | +45.4% | -45.0% | -18.4% |
| 5Y | +4.5% | +37.8% | -33.3% | -14.1% |
| All | +4.5% | +34.3% | -29.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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