+8.5%
HD vs TENB
-21.4%
+29.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.2% |
| 7D | -1.2% | -9.3% | +8.2% | +0.1% |
| 30D | +20.9% | +5.3% | +15.6% | +19.7% |
| 3M | -0.2% | +13.5% | -13.6% | -2.7% |
| 6M | +14.5% | +101.5% | -87.0% | +0.9% |
| YTD | +4.3% | +82.4% | -78.1% | -7.2% |
| 1Y | -3.5% | +53.0% | -56.5% | -11.4% |
| 3Y | +30.1% | +14.8% | +15.4% | +23.9% |
| 5Y | +8.5% | -21.2% | +29.6% | +7.7% |
| All | +8.5% | -21.4% | +29.8% | +7.7% |
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