-2.6%
HD vs U
+21.4%
-23.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | +5.2% | +24.4% | -19.2% | +5.1% |
| 30D | +20.7% | +7.4% | +13.3% | +20.6% |
| 3M | +0.8% | +16.8% | -16.0% | +0.7% |
| 6M | +12.2% | +78.8% | -66.5% | +12.2% |
| YTD | +4.2% | +14.0% | -9.7% | +3.6% |
| 1Y | -2.6% | +16.7% | -19.3% | -3.4% |
| All | -2.6% | +21.4% | -23.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling