+6.3%
HD vs TEM
+89.7%
-83.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.6% |
| 7D | -0.5% | +7.8% | -8.2% | -0.9% |
| 30D | +18.5% | +11.2% | +7.2% | +17.7% |
| 3M | +2.2% | +39.0% | -36.8% | -0.3% |
| 6M | +13.8% | +61.6% | -47.8% | +9.8% |
| YTD | +3.4% | +28.5% | -25.1% | +0.5% |
| 1Y | -3.5% | +6.7% | -10.2% | -5.4% |
| All | +6.3% | +89.7% | -83.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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