+30.7%
HD vs TPR
+403.8%
-373.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +18.0% | +15.1% | +2.9% | +14.2% |
| 3M | +2.8% | +3.5% | -0.7% | +1.7% |
| 6M | +17.0% | +0.4% | +16.5% | +15.7% |
| YTD | +3.5% | +4.6% | -1.1% | +1.2% |
| 1Y | -2.6% | +33.1% | -35.7% | -9.7% |
| 3Y | +30.7% | +396.0% | -365.2% | -22.7% |
| All | +30.7% | +403.8% | -373.0% | -22.7% |
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