+1,366.1%
HD vs TRI
+561.6%
+804.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.4% | +3.3% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | -8.4% | +7.9% | -16.3% | -11.8% |
| 3M | +4.3% | +24.1% | -19.7% | -6.9% |
| 6M | -11.1% | +3.8% | -15.0% | -16.0% |
| YTD | -4.7% | -16.9% | +12.2% | -1.9% |
| 1Y | -19.8% | -38.4% | +18.6% | -4.7% |
| 3Y | +4.1% | -12.2% | +16.3% | +0.8% |
| 5Y | +10.3% | -1.8% | +12.1% | +0.3% |
| 10Y | +203.2% | +207.6% | -4.5% | +54.2% |
| All | +1,366.1% | +561.6% | +804.4% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling