+5.8%
HD vs U
-66.8%
+72.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.4% | -2.4% |
| 7D | +4.3% | +36.6% | -32.2% | +1.2% |
| 30D | +20.2% | +13.3% | +6.9% | +18.5% |
| 3M | -1.0% | +26.2% | -27.2% | -3.6% |
| 6M | +7.9% | +88.7% | -80.8% | +0.6% |
| YTD | +2.0% | +16.6% | -14.6% | -1.5% |
| 1Y | -4.3% | +29.0% | -33.3% | -8.9% |
| 3Y | +25.9% | +99.5% | -73.6% | +8.2% |
| All | +5.8% | -66.8% | +72.6% | -2.1% |
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