+116.2%
HD vs TENB
+29.2%
+87.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | -1.2% | -9.3% | +8.2% | +0.5% |
| 30D | +20.9% | +5.3% | +15.6% | +19.3% |
| 3M | -0.2% | +13.5% | -13.6% | -3.6% |
| 6M | +14.5% | +101.5% | -87.0% | -2.1% |
| YTD | +4.3% | +82.4% | -78.1% | -10.1% |
| 1Y | -3.5% | +53.0% | -56.5% | -13.7% |
| 3Y | +30.1% | +14.8% | +15.4% | +21.2% |
| 5Y | +8.5% | -21.2% | +29.6% | +3.8% |
| All | +116.2% | +29.2% | +87.0% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling