+8.5%
HD vs TRI
-0.1%
+8.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | -7.2% | +6.0% | +0.4% |
| 30D | +20.9% | +4.4% | +16.5% | +19.7% |
| 3M | -0.2% | +4.5% | -4.6% | -1.5% |
| 6M | +14.5% | +23.7% | -9.2% | +7.6% |
| YTD | +4.3% | -14.4% | +18.7% | +10.4% |
| 1Y | -3.5% | -17.4% | +13.9% | +3.8% |
| 3Y | +30.1% | -11.0% | +41.1% | +23.3% |
| 5Y | +8.5% | +0.7% | +7.8% | -9.2% |
| All | +8.5% | -0.1% | +8.6% | -9.2% |
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