+2.1%
HD vs TGT
+41.4%
-39.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -1.8% | -3.6% | +1.8% | -0.8% |
| 30D | -10.8% | +4.4% | -15.3% | -12.1% |
| 3M | -2.7% | +25.4% | -28.0% | -8.9% |
| 6M | -10.3% | +33.4% | -43.7% | -17.5% |
| YTD | -7.8% | +65.6% | -73.4% | -20.3% |
| 1Y | -23.1% | +80.3% | -103.4% | -35.3% |
| All | +2.1% | +41.4% | -39.3% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling