+206.4%
HD vs TRGP
+863.3%
-656.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -9.4% | +8.0% | -17.5% | -10.7% |
| 3M | -4.6% | +8.3% | -12.9% | -6.2% |
| 6M | -10.1% | +23.9% | -34.0% | -13.9% |
| YTD | -8.3% | +59.6% | -68.0% | -16.0% |
| 1Y | -25.0% | +79.4% | -104.5% | -32.9% |
| 3Y | +1.5% | +269.4% | -267.9% | -20.8% |
| 5Y | +5.6% | +641.6% | -636.1% | -27.7% |
| All | +206.4% | +863.3% | -656.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling