+25.9%
HD vs TPR
+407.4%
-381.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +4.3% | +14.2% | -9.9% | +1.2% |
| 30D | +20.2% | +17.1% | +3.1% | +15.9% |
| 3M | -1.0% | -17.7% | +16.7% | +2.6% |
| 6M | +7.9% | -10.2% | +18.1% | +9.2% |
| YTD | +2.0% | +4.9% | -2.9% | -0.4% |
| 1Y | -4.3% | +36.1% | -40.4% | -11.6% |
| 3Y | +25.9% | +416.5% | -390.5% | -23.3% |
| All | +25.9% | +407.4% | -381.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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