+6.2%
HD vs XYZ
-69.0%
+75.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.8% | -3.7% | +1.9% | -1.2% |
| 30D | -10.8% | +0.5% | -11.4% | -11.0% |
| 3M | -2.7% | +16.3% | -18.9% | -5.2% |
| 6M | -10.3% | +21.1% | -31.4% | -13.5% |
| YTD | -7.8% | +22.0% | -29.8% | -11.8% |
| 1Y | -23.1% | +5.2% | -28.3% | -24.9% |
| 3Y | +2.0% | +49.6% | -47.6% | -10.4% |
| 5Y | +6.2% | -68.4% | +74.7% | +9.5% |
| All | +6.2% | -69.0% | +75.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling