-23.9%
HD vs TEM
-28.1%
+4.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.3% |
| 7D | -3.9% | -9.2% | +5.3% | -3.5% |
| 30D | -13.1% | +5.5% | -18.6% | -13.7% |
| 3M | -3.4% | +18.7% | -22.2% | -4.9% |
| 6M | -12.6% | +15.4% | -28.0% | -14.2% |
| YTD | -9.2% | -0.5% | -8.7% | -11.3% |
| 1Y | -23.9% | -24.8% | +0.9% | -26.4% |
| All | -23.9% | -28.1% | +4.2% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling