+1,300.6%
HD vs UUUU
-92.0%
+1,392.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -8.4% | +16.3% | -24.7% | -9.1% |
| 3M | +4.3% | -16.7% | +21.0% | +4.9% |
| 6M | -11.1% | -33.7% | +22.5% | -10.0% |
| YTD | -4.7% | -0.5% | -4.2% | -5.8% |
| 1Y | -19.8% | +28.9% | -48.7% | -22.3% |
| 3Y | +4.1% | +99.9% | -95.8% | -3.1% |
| 5Y | +10.3% | +135.3% | -125.0% | +0.1% |
| 10Y | +203.2% | +518.4% | -315.2% | +151.2% |
| All | +1,300.6% | -92.0% | +1,392.6% | +1,020.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 all: compounded portfolio wealth divided by compounded UUUU 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…
all analysis · Full analysis span regression · 6 months rolling