+284.6%
HD vs Z
+6.9%
+277.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | +4.3% | -4.6% | +8.9% | +5.2% |
| 30D | +20.2% | +8.3% | +11.9% | +18.2% |
| 3M | -1.0% | -11.6% | +10.6% | +0.8% |
| 6M | +7.9% | -33.6% | +41.5% | +15.4% |
| YTD | +2.0% | -56.7% | +58.7% | +16.9% |
| 1Y | -4.3% | -59.1% | +54.8% | +10.7% |
| 3Y | +25.9% | -20.4% | +46.3% | +26.4% |
| 5Y | +5.8% | -55.3% | +61.1% | +12.1% |
| 10Y | +262.5% | -14.2% | +276.8% | +200.5% |
| All | +284.6% | +6.9% | +277.7% | +196.5% |
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