+8.5%
HD vs U
-72.4%
+80.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -1.2% | +16.9% | -18.1% | -2.8% |
| 30D | +20.9% | +6.4% | +14.5% | +19.8% |
| 3M | -0.2% | +13.2% | -13.3% | -1.7% |
| 6M | +14.5% | +84.8% | -70.3% | +7.0% |
| YTD | +4.3% | +12.4% | -8.1% | +1.1% |
| 1Y | -3.5% | +19.8% | -23.3% | -7.4% |
| 3Y | +30.1% | +83.8% | -53.7% | +12.9% |
| 5Y | +8.5% | -72.7% | +81.2% | +2.0% |
| All | +8.5% | -72.4% | +80.9% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling