+229.6%
HD vs XYZ
+638.9%
-409.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -8.4% | -1.7% | -6.7% | -8.3% |
| 3M | +4.3% | +16.7% | -12.4% | +1.2% |
| 6M | -11.1% | +26.9% | -38.0% | -15.3% |
| YTD | -4.7% | +27.1% | -31.8% | -9.8% |
| 1Y | -19.8% | +9.3% | -29.1% | -22.4% |
| 3Y | +4.1% | +42.3% | -38.2% | -8.3% |
| 5Y | +10.3% | -69.3% | +79.6% | +19.6% |
| 10Y | +203.2% | +586.8% | -383.6% | +97.1% |
| All | +229.6% | +638.9% | -409.4% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling