+25.9%
HD vs U
+81.5%
-55.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.4% | -2.2% |
| 7D | +4.3% | +36.6% | -32.2% | +2.4% |
| 30D | +20.2% | +13.3% | +6.9% | +19.1% |
| 3M | -1.0% | +26.2% | -27.2% | -2.6% |
| 6M | +7.9% | +88.7% | -80.8% | +3.4% |
| YTD | +2.0% | +16.6% | -14.6% | +0.4% |
| 1Y | -4.3% | +29.0% | -33.3% | -6.8% |
| 3Y | +25.9% | +99.5% | -73.6% | +10.5% |
| All | +25.9% | +81.5% | -55.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling