+28.3%
HD vs WM
+50.2%
-21.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | +6.4% | +4.5% | +1.9% | +5.1% |
| 30D | +22.1% | +16.1% | +6.0% | +17.4% |
| 3M | -0.2% | +8.0% | -8.2% | -2.4% |
| 6M | +12.6% | +8.4% | +4.2% | +9.9% |
| YTD | +3.9% | +11.2% | -7.3% | +0.3% |
| 1Y | -3.7% | +22.3% | -26.1% | -9.3% |
| All | +28.3% | +50.2% | -21.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling