-3.5%
HD vs WY
-6.3%
+2.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | -5.1% | +3.9% | +2.0% |
| 30D | +20.9% | +9.0% | +11.9% | +14.9% |
| 3M | -0.2% | -16.7% | +16.5% | +10.2% |
| 6M | +14.5% | -10.3% | +24.8% | +20.7% |
| YTD | +4.3% | -10.5% | +14.8% | +8.6% |
| 1Y | -3.5% | -5.9% | +2.4% | -2.9% |
| All | -3.5% | -6.3% | +2.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling