+259.5%
HD vs Z
+25.1%
+234.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.5% |
| 30D | -8.4% | -4.2% | -4.2% | -7.9% |
| 3M | +4.3% | -3.7% | +8.0% | +4.6% |
| 6M | -11.1% | -24.5% | +13.4% | -7.1% |
| YTD | -4.7% | -49.3% | +44.6% | +6.4% |
| 1Y | -19.8% | -58.7% | +38.9% | -7.3% |
| 3Y | +4.1% | -34.1% | +38.2% | +7.8% |
| 5Y | +10.3% | -64.5% | +74.9% | +19.9% |
| 10Y | +203.2% | -0.5% | +203.7% | +144.9% |
| All | +259.5% | +25.1% | +234.4% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling