+4.5%
HD vs TRU
-36.7%
+41.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | -9.4% | +5.5% | -0.9% |
| 30D | -13.1% | -4.1% | -9.0% | -12.1% |
| 3M | -3.4% | +13.6% | -17.0% | -7.7% |
| 6M | -12.6% | +3.6% | -16.1% | -14.3% |
| YTD | -9.2% | -9.8% | +0.6% | -7.8% |
| 1Y | -23.9% | -13.6% | -10.3% | -22.0% |
| 3Y | +0.4% | -2.0% | +2.4% | -5.0% |
| 5Y | +4.5% | -35.8% | +40.3% | +19.1% |
| All | +4.5% | -36.7% | +41.2% | +19.1% |
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