-2.6%
HD vs TRGP
+65.2%
-67.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.1% |
| 7D | +5.2% | -5.8% | +11.0% | +3.6% |
| 30D | +20.7% | -1.5% | +22.2% | +20.1% |
| 3M | +0.8% | +6.1% | -5.3% | +1.9% |
| 6M | +12.2% | +14.4% | -2.2% | +13.8% |
| YTD | +4.2% | +55.3% | -51.1% | +1.1% |
| 1Y | -2.6% | +69.1% | -71.7% | -7.2% |
| All | -2.6% | +65.2% | -67.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling