+4.9%
HD vs TEM
+90.1%
-85.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -2.2% |
| 7D | +4.3% | +5.3% | -1.0% | +4.0% |
| 30D | +20.2% | +8.1% | +12.1% | +19.6% |
| 3M | -1.0% | +64.9% | -65.9% | -4.4% |
| 6M | +7.9% | +42.1% | -34.2% | +4.8% |
| YTD | +2.0% | +28.8% | -26.8% | -0.9% |
| 1Y | -4.3% | +5.5% | -9.8% | -6.1% |
| All | +4.9% | +90.1% | -85.2% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling