+1,420.0%
HD vs TRGP
+2,254.6%
-834.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | -1.2% | +2.4% | -3.5% | -1.5% |
| 30D | +20.9% | +0.8% | +20.1% | +20.4% |
| 3M | -0.2% | +10.4% | -10.5% | -2.0% |
| 6M | +14.5% | +16.3% | -1.8% | +11.1% |
| YTD | +4.3% | +61.1% | -56.8% | -4.0% |
| 1Y | -3.5% | +71.6% | -75.1% | -12.1% |
| 3Y | +30.1% | +267.5% | -237.3% | +4.2% |
| 5Y | +8.5% | +488.1% | -479.7% | -20.0% |
| 10Y | +245.3% | +803.8% | -558.5% | +108.3% |
| All | +1,420.0% | +2,254.6% | -834.6% | +525.9% |
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