+1,100.8%
HD vs TPR
+8,117.6%
-7,016.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -3.8% |
| 7D | +6.4% | +13.9% | -7.5% | +1.9% |
| 30D | +22.1% | +14.9% | +7.1% | +16.6% |
| 3M | -0.2% | -15.4% | +15.2% | +4.4% |
| 6M | +12.6% | -4.5% | +17.1% | +12.5% |
| YTD | +3.9% | +6.0% | -2.1% | -0.1% |
| 1Y | -3.7% | +24.3% | -28.1% | -12.5% |
| 3Y | +27.9% | +412.8% | -385.0% | -30.4% |
| 5Y | +7.8% | +258.4% | -250.6% | -36.7% |
| 10Y | +269.4% | +396.8% | -127.5% | +64.1% |
| All | +1,100.8% | +8,117.6% | -7,016.7% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling