-23.9%
HD vs TRU
-17.6%
-6.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | -9.4% | +5.5% | -2.0% |
| 30D | -13.1% | -4.1% | -9.0% | -12.5% |
| 3M | -3.4% | +13.6% | -17.0% | -6.0% |
| 6M | -12.6% | +3.6% | -16.1% | -14.1% |
| YTD | -9.2% | -9.8% | +0.6% | -9.2% |
| 1Y | -23.9% | -13.6% | -10.3% | -24.2% |
| All | -23.9% | -17.6% | -6.3% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling