+1,289.1%
HD vs TRGP
+2,231.3%
-942.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -2.1% | +0.8% | -2.8% | -2.2% |
| 30D | -8.4% | +11.5% | -19.9% | -10.0% |
| 3M | +4.3% | +9.0% | -4.6% | +2.6% |
| 6M | -11.1% | +20.5% | -31.6% | -14.1% |
| YTD | -4.7% | +59.5% | -64.2% | -11.9% |
| 1Y | -19.8% | +77.9% | -97.7% | -27.3% |
| 3Y | +4.1% | +253.6% | -249.5% | -16.0% |
| 5Y | +10.3% | +615.5% | -605.2% | -20.8% |
| 10Y | +203.2% | +897.1% | -693.9% | +81.2% |
| All | +1,289.1% | +2,231.3% | -942.2% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling