+31,139.8%
HD vs TRV
+6,617.1%
+24,522.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.5% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | -8.4% | -3.4% | -5.0% | -7.1% |
| 3M | +4.3% | +26.4% | -22.1% | -6.2% |
| 6M | -11.1% | +19.3% | -30.4% | -18.1% |
| YTD | -4.7% | +28.3% | -33.0% | -15.0% |
| 1Y | -19.8% | +34.3% | -54.1% | -30.0% |
| 3Y | +4.1% | +140.1% | -136.0% | -31.1% |
| 5Y | +10.3% | +155.7% | -145.4% | -30.3% |
| 10Y | +203.2% | +285.5% | -82.4% | +54.7% |
| All | +31,139.8% | +6,617.1% | +24,522.7% | +3,673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling