+131.6%
IBM vs HD
+204.3%
-72.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.2% |
| 7D | +0.3% | -1.2% | +1.5% | +0.8% |
| 30D | -1.5% | -11.1% | +9.7% | +3.4% |
| 3M | -16.8% | +2.0% | -18.8% | -17.8% |
| 6M | -9.0% | -10.5% | +1.4% | -5.4% |
| YTD | -20.1% | -6.9% | -13.2% | -18.5% |
| 1Y | -7.0% | -23.2% | +16.2% | +2.8% |
| 3Y | +72.4% | +3.1% | +69.3% | +63.9% |
| 5Y | +112.0% | +7.4% | +104.6% | +90.6% |
| 10Y | +131.6% | +205.0% | -73.4% | +26.9% |
| All | +131.6% | +204.3% | -72.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling