+210.2%
HD vs TRU
+146.7%
+63.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | -1.8% | -6.5% | +4.7% | +0.5% |
| 30D | -10.8% | -2.5% | -8.4% | -10.2% |
| 3M | -2.7% | +10.4% | -13.0% | -6.8% |
| 6M | -10.3% | +1.6% | -11.9% | -11.8% |
| YTD | -7.8% | -9.7% | +1.9% | -6.3% |
| 1Y | -23.1% | -17.3% | -5.9% | -19.7% |
| 3Y | +2.0% | -1.8% | +3.8% | -6.4% |
| 5Y | +6.2% | -36.2% | +42.4% | +16.0% |
| 10Y | +210.2% | +143.2% | +66.9% | +131.4% |
| All | +210.2% | +146.7% | +63.5% | +131.4% |
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