-1.9%
HD vs U
+24.0%
-25.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.6% | +32.3% | -28.7% | +3.5% |
| 30D | +21.6% | +9.7% | +11.9% | +21.5% |
| 3M | +0.1% | +19.6% | -19.5% | 0.0% |
| 6M | +13.0% | +82.6% | -69.6% | +13.0% |
| YTD | +4.9% | +16.4% | -11.5% | +4.3% |
| All | -1.9% | +24.0% | -25.9% | -2.8% |
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