+30.6%
HD vs Z
-20.9%
+51.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -0.5% | -4.9% | +4.4% | +0.7% |
| 30D | +18.5% | +3.0% | +15.5% | +17.4% |
| 3M | +2.2% | -13.4% | +15.6% | +5.0% |
| 6M | +13.8% | -27.3% | +41.2% | +21.2% |
| YTD | +3.4% | -57.8% | +61.2% | +23.7% |
| 1Y | -3.5% | -60.0% | +56.5% | +16.8% |
| All | +30.6% | -20.9% | +51.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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