+3.1%
HD vs XYZ
+43.0%
-40.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | -1.2% | +2.9% | -4.0% | -1.6% |
| 30D | -11.1% | +1.4% | -12.5% | -11.4% |
| 3M | +2.0% | +14.6% | -12.5% | -0.1% |
| 6M | -10.5% | +20.8% | -31.2% | -13.3% |
| YTD | -6.9% | +23.1% | -29.9% | -10.4% |
| 1Y | -23.2% | +5.6% | -28.8% | -24.8% |
| 3Y | +3.1% | +50.9% | -47.8% | -10.0% |
| All | +3.1% | +43.0% | -40.0% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling