-2.6%
HD vs W
+4.6%
-7.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +20.7% | +6.4% | +14.3% | +19.3% |
| 3M | +0.8% | +9.0% | -8.2% | -0.9% |
| 6M | +12.2% | +69.8% | -57.6% | +1.0% |
| YTD | +4.2% | +12.1% | -7.8% | -1.3% |
| 1Y | -2.6% | 0.0% | -2.6% | -4.6% |
| All | -2.6% | +4.6% | -7.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling