+3.1%
HD vs TRGP
+265.9%
-262.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -11.1% | +14.6% | -25.7% | -12.2% |
| 3M | +2.0% | +11.9% | -9.9% | +0.8% |
| 6M | -10.5% | +25.3% | -35.7% | -13.3% |
| YTD | -6.9% | +61.9% | -68.7% | -13.6% |
| 1Y | -23.2% | +87.3% | -110.5% | -30.7% |
| 3Y | +3.1% | +268.0% | -264.9% | -21.1% |
| All | +3.1% | +265.9% | -262.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling