-23.9%
HD vs XYZ
+4.3%
-28.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.9% | -5.2% | +1.3% | -3.1% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -3.4% | +18.7% | -22.1% | -5.6% |
| 6M | -12.6% | +20.5% | -33.1% | -15.3% |
| YTD | -9.2% | +21.5% | -30.7% | -12.4% |
| 1Y | -23.9% | +7.2% | -31.1% | -26.4% |
| All | -23.9% | +4.3% | -28.3% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling