+245.3%
HD vs XYZ
+637.1%
-391.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | +20.9% | +11.6% | +9.3% | +18.3% |
| 3M | -0.2% | +8.4% | -8.6% | -2.0% |
| 6M | +14.5% | +17.2% | -2.7% | +10.5% |
| YTD | +4.3% | +31.7% | -27.4% | -2.4% |
| 1Y | -3.5% | +30.1% | -33.5% | -9.6% |
| 3Y | +30.1% | +66.4% | -36.3% | +10.4% |
| 5Y | +8.5% | -62.2% | +70.6% | +14.1% |
| 10Y | +245.3% | +621.5% | -376.3% | +106.1% |
| All | +245.3% | +637.1% | -391.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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