+7.4%
HD vs TGT
-21.7%
+29.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.2% | -0.6% | -0.5% | -1.0% |
| 30D | -11.1% | +9.5% | -20.7% | -13.9% |
| 3M | +2.0% | +32.3% | -30.2% | -7.3% |
| 6M | -10.5% | +37.0% | -47.5% | -19.7% |
| YTD | -6.9% | +71.0% | -77.9% | -22.7% |
| 1Y | -23.2% | +85.0% | -108.2% | -38.1% |
| 3Y | +3.1% | +46.8% | -43.8% | -14.7% |
| 5Y | +7.4% | -22.7% | +30.1% | +10.8% |
| All | +7.4% | -21.7% | +29.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling