+7.3%
HD vs TRI
-8.4%
+15.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.9% |
| 7D | -1.2% | -7.1% | +5.9% | +0.3% |
| 30D | -11.1% | -2.3% | -8.8% | -10.9% |
| 3M | +2.0% | +19.6% | -17.5% | -3.0% |
| 6M | -10.5% | -8.7% | -1.7% | -9.0% |
| YTD | -6.9% | -22.3% | +15.4% | +0.8% |
| 1Y | -23.2% | -40.7% | +17.5% | -6.8% |
| 3Y | +3.1% | -17.8% | +20.8% | -1.0% |
| All | +7.3% | -8.4% | +15.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling