+31,139.8%
HD vs WY
+688.1%
+30,451.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -2.1% | -1.7% | -0.3% | -1.4% |
| 30D | -8.4% | -10.1% | +1.7% | -4.4% |
| 3M | +4.3% | -5.1% | +9.5% | +6.4% |
| 6M | -11.1% | -4.8% | -6.4% | -9.5% |
| YTD | -4.7% | -0.2% | -4.4% | -4.9% |
| 1Y | -19.8% | -6.6% | -13.2% | -18.0% |
| 3Y | +4.1% | -22.7% | +26.8% | +14.0% |
| 5Y | +10.3% | -22.2% | +32.5% | +19.5% |
| 10Y | +203.2% | +7.3% | +195.9% | +166.9% |
| All | +31,139.8% | +688.1% | +30,451.7% | +9,464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling