+262.8%
HD vs XYZ
+690.7%
-427.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | +3.6% | +14.9% | -11.3% | +0.9% |
| 30D | +21.6% | +14.7% | +6.9% | +18.5% |
| 3M | +0.1% | +12.1% | -12.0% | -2.2% |
| 6M | +13.0% | +18.3% | -5.3% | +9.1% |
| YTD | +4.9% | +36.1% | -31.1% | -2.0% |
| 1Y | -2.1% | +35.3% | -37.4% | -8.6% |
| 3Y | +32.6% | +73.5% | -40.9% | +12.8% |
| 5Y | +8.2% | -61.6% | +69.9% | +12.7% |
| 10Y | +257.9% | +638.0% | -380.1% | +129.6% |
| All | +262.8% | +690.7% | -427.9% | +124.3% |
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