+245.3%
HD vs TRU
+186.2%
+59.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +20.9% | +24.3% | -3.4% | +11.2% |
| 3M | -0.2% | +2.3% | -2.5% | -1.6% |
| 6M | +14.5% | +17.7% | -3.2% | +6.4% |
| YTD | +4.3% | -3.8% | +8.1% | +3.2% |
| 1Y | -3.5% | -0.3% | -3.2% | -5.9% |
| 3Y | +30.1% | +58.4% | -28.3% | -1.6% |
| 5Y | +8.5% | -24.0% | +32.5% | +9.8% |
| 10Y | +245.3% | +187.9% | +57.3% | +151.6% |
| All | +245.3% | +186.2% | +59.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling