+7.4%
HD vs TENB
-28.0%
+35.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -1.2% | -5.0% | +3.8% | -0.5% |
| 30D | -11.1% | -7.4% | -3.8% | -10.4% |
| 3M | +2.0% | +22.3% | -20.2% | -2.1% |
| 6M | -10.5% | +60.2% | -70.6% | -18.4% |
| YTD | -6.9% | +43.2% | -50.1% | -13.9% |
| 1Y | -23.2% | +8.2% | -31.3% | -25.3% |
| 3Y | +3.1% | -23.8% | +26.9% | +4.6% |
| 5Y | +7.4% | -26.9% | +34.3% | +6.0% |
| All | +7.4% | -28.0% | +35.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling