+8.2%
HD vs TRGP
+426.9%
-418.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.4% |
| 7D | +3.6% | -7.2% | +10.8% | +4.5% |
| 30D | +21.6% | -4.2% | +25.7% | +21.9% |
| 3M | +0.1% | +7.0% | -6.8% | -1.6% |
| 6M | +13.0% | +11.2% | +1.7% | +9.7% |
| YTD | +4.9% | +51.1% | -46.2% | -4.6% |
| 1Y | -2.1% | +62.0% | -64.1% | -12.4% |
| 3Y | +32.6% | +248.2% | -215.6% | -2.9% |
| 5Y | +8.2% | +432.4% | -424.2% | -29.4% |
| All | +8.2% | +426.9% | -418.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling