+8.5%
HD vs TRV
+178.6%
-170.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +20.9% | +7.5% | +13.4% | +18.6% |
| 3M | -0.2% | +6.7% | -6.9% | -1.9% |
| 6M | +14.5% | +35.5% | -21.0% | +5.1% |
| YTD | +4.3% | +39.3% | -35.0% | -5.0% |
| 1Y | -3.5% | +41.8% | -45.3% | -12.6% |
| 3Y | +30.1% | +147.3% | -117.2% | -0.2% |
| 5Y | +8.5% | +178.3% | -169.9% | -20.3% |
| All | +8.5% | +178.6% | -170.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling