+5.8%
HD vs UL
+31.0%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +20.2% | +8.2% | +12.0% | +16.9% |
| 3M | -1.0% | +4.5% | -5.6% | -2.5% |
| 6M | +7.9% | +12.6% | -4.6% | +3.4% |
| YTD | +2.0% | +3.5% | -1.5% | +0.3% |
| 1Y | -4.3% | -0.4% | -3.9% | -4.8% |
| 3Y | +25.9% | +36.0% | -10.1% | +13.5% |
| All | +5.8% | +31.0% | -25.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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