+208.1%
HD vs TRV
+296.5%
-88.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -10.8% | -2.3% | -8.5% | -10.0% |
| 3M | -2.7% | +22.7% | -25.4% | -11.4% |
| 6M | -10.3% | +21.9% | -32.2% | -18.2% |
| YTD | -7.8% | +27.5% | -35.3% | -17.7% |
| 1Y | -23.1% | +36.2% | -59.4% | -33.5% |
| 3Y | +2.0% | +140.6% | -138.6% | -34.1% |
| 5Y | +6.2% | +154.5% | -148.3% | -35.0% |
| All | +208.1% | +296.5% | -88.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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