+274.4%
HD vs TRU
+238.0%
+36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.9% | +3.1% |
| 7D | -2.1% | -6.8% | +4.7% | +0.4% |
| 30D | -8.4% | 0.0% | -8.5% | -8.6% |
| 3M | +4.3% | +13.3% | -9.0% | -0.9% |
| 6M | -11.1% | +3.4% | -14.6% | -13.2% |
| YTD | -4.7% | -6.4% | +1.7% | -4.4% |
| 1Y | -19.8% | -9.7% | -10.1% | -19.1% |
| 3Y | +4.1% | +0.1% | +4.0% | -4.7% |
| 5Y | +10.3% | -34.0% | +44.4% | +17.7% |
| 10Y | +203.2% | +147.9% | +55.3% | +108.2% |
| All | +274.4% | +238.0% | +36.4% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling