+257.9%
HD vs TECH
+204.1%
+53.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +21.6% | +0.5% | +21.0% | +21.4% |
| 3M | +0.1% | +0.9% | -0.7% | -0.1% |
| 6M | +13.0% | +51.0% | -38.1% | -0.3% |
| YTD | +4.9% | +24.4% | -19.4% | -3.6% |
| 1Y | -2.1% | +27.6% | -29.6% | -10.9% |
| 3Y | +32.6% | +29.9% | +2.7% | +13.7% |
| 5Y | +8.2% | -40.6% | +48.9% | +18.4% |
| 10Y | +257.9% | +196.7% | +61.2% | +106.4% |
| All | +257.9% | +204.1% | +53.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling