-4.6%
HD vs TGT
+86.7%
-91.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +4.4% |
| 7D | +11.9% | +9.5% | +2.4% | +8.3% |
| 30D | +26.4% | +6.6% | +19.8% | +23.5% |
| 3M | +2.8% | +11.0% | -8.1% | -1.2% |
| 6M | +15.5% | +29.9% | -14.4% | +5.0% |
| YTD | +5.5% | +71.4% | -65.9% | -13.2% |
| 1Y | -4.6% | +88.6% | -93.2% | -25.1% |
| All | -4.6% | +86.7% | -91.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling