-4.6%
HD vs TMO
+26.9%
-31.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.3% |
| 7D | +11.9% | +0.3% | +11.6% | +11.9% |
| 30D | +26.4% | +4.3% | +22.1% | +25.0% |
| 3M | +2.8% | +25.1% | -22.3% | -3.7% |
| 6M | +15.5% | +52.9% | -37.5% | +0.9% |
| YTD | +5.5% | +22.2% | -16.7% | -4.4% |
| 1Y | -4.6% | +25.4% | -30.0% | -14.7% |
| All | -4.6% | +26.9% | -31.5% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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