+30.0%
HD vs TGT
+69.8%
-39.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +5.2% | +5.5% | -0.3% | +3.6% |
| 30D | +20.7% | +6.0% | +14.7% | +18.7% |
| 3M | +0.8% | +8.0% | -7.2% | -1.5% |
| 6M | +12.2% | +32.3% | -20.1% | +3.4% |
| YTD | +4.2% | +71.3% | -67.0% | -10.7% |
| 1Y | -2.6% | +86.8% | -89.4% | -18.5% |
| 3Y | +30.0% | +67.9% | -37.8% | +12.2% |
| All | +30.0% | +69.8% | -39.8% | +12.2% |
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