+88.1%
HD vs TENB
-3.6%
+91.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.7% |
| 7D | -3.9% | -7.1% | +3.2% | -2.6% |
| 30D | -13.1% | -15.4% | +2.2% | -10.8% |
| 3M | -3.4% | +19.5% | -23.0% | -7.8% |
| 6M | -12.6% | +54.8% | -67.4% | -21.4% |
| YTD | -9.2% | +36.1% | -45.4% | -16.8% |
| 1Y | -23.9% | +7.0% | -30.9% | -26.8% |
| 3Y | +0.4% | -27.6% | +28.0% | +2.3% |
| 5Y | +4.5% | -30.5% | +35.0% | +2.2% |
| All | +88.1% | -3.6% | +91.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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