+48.0%
HD vs U
-32.9%
+80.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +5.2% | +24.4% | -19.2% | +3.1% |
| 30D | +20.7% | +7.4% | +13.3% | +19.7% |
| 3M | +0.8% | +16.8% | -16.0% | -1.0% |
| 6M | +12.2% | +78.8% | -66.5% | +5.7% |
| YTD | +4.2% | +14.0% | -9.7% | +1.0% |
| 1Y | -2.6% | +16.7% | -19.3% | -6.0% |
| 3Y | +30.0% | +86.4% | -56.4% | +14.1% |
| 5Y | +8.1% | -71.5% | +79.6% | +1.1% |
| All | +48.0% | -32.9% | +80.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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