+8.2%
HD vs TRU
-25.5%
+33.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.1% |
| 7D | +3.6% | +4.9% | -1.3% | +2.1% |
| 30D | +21.6% | +26.9% | -5.4% | +12.4% |
| 3M | +0.1% | +4.0% | -3.9% | -1.6% |
| 6M | +13.0% | +15.8% | -2.8% | +6.7% |
| YTD | +4.9% | -2.6% | +7.5% | +3.7% |
| 1Y | -2.1% | +3.9% | -5.9% | -5.4% |
| 3Y | +32.6% | +59.2% | -26.6% | +3.6% |
| 5Y | +8.2% | -25.7% | +33.9% | +20.7% |
| All | +8.2% | -25.5% | +33.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling