-2.6%
HD vs TRI
-17.3%
+14.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | +18.0% | +3.7% | +14.3% | +18.0% |
| 3M | +2.8% | +3.7% | -0.9% | +2.7% |
| 6M | +17.0% | +35.1% | -18.2% | +16.5% |
| YTD | +3.5% | -14.0% | +17.5% | +12.0% |
| 1Y | -2.6% | -19.0% | +16.4% | +11.0% |
| All | -2.6% | -17.3% | +14.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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