+10.8%
HD vs U
-68.9%
+79.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.1% | -3.8% | +1.8% | -1.7% |
| 30D | -8.4% | +17.5% | -25.9% | -10.0% |
| 3M | +4.3% | +38.7% | -34.4% | +0.7% |
| 6M | -11.1% | +104.4% | -115.5% | -17.9% |
| YTD | -4.7% | -5.7% | +1.0% | -5.7% |
| 1Y | -19.8% | +3.7% | -23.5% | -22.2% |
| 3Y | +4.1% | +12.3% | -8.2% | -4.4% |
| All | +10.8% | -68.9% | +79.7% | +3.5% |
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 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