+203.4%
HD vs WY
+7.2%
+196.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.3% |
| 7D | -3.9% | -3.7% | -0.2% | -2.2% |
| 30D | -13.1% | -11.3% | -1.8% | -8.3% |
| 3M | -3.4% | -8.1% | +4.7% | +0.1% |
| 6M | -12.6% | -7.4% | -5.1% | -9.6% |
| YTD | -9.2% | -4.7% | -4.5% | -7.6% |
| 1Y | -23.9% | -9.2% | -14.7% | -21.0% |
| 3Y | +0.4% | -24.7% | +25.1% | +12.1% |
| 5Y | +4.5% | -21.6% | +26.1% | +13.9% |
| All | +203.4% | +7.2% | +196.2% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling