+6.7%
HD vs TECH
-41.0%
+47.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +18.0% | +0.5% | +17.5% | +17.8% |
| 3M | +2.8% | +1.1% | +1.7% | +2.5% |
| 6M | +17.0% | +62.8% | -45.9% | +3.1% |
| YTD | +3.5% | +24.5% | -20.9% | -3.8% |
| 1Y | -2.6% | +20.6% | -23.2% | -8.8% |
| 3Y | +30.7% | +29.5% | +1.3% | +13.7% |
| All | +6.7% | -41.0% | +47.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling