+4.5%
HD vs TMO
+7.0%
-2.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -3.9% | -2.5% | -1.4% | -3.0% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -3.4% | +25.3% | -28.7% | -11.5% |
| 6M | -12.6% | +20.9% | -33.4% | -19.1% |
| YTD | -9.2% | +4.3% | -13.5% | -11.6% |
| 1Y | -23.9% | +27.0% | -51.0% | -31.7% |
| 3Y | +0.4% | +17.5% | -17.1% | -9.0% |
| 5Y | +4.5% | +6.9% | -2.4% | -2.9% |
| All | +4.5% | +7.0% | -2.5% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling