-7.0%
IBM vs HD
-22.9%
+15.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -1.5% | -11.1% | +9.7% | +0.6% |
| 3M | -16.8% | +2.0% | -18.8% | -16.9% |
| 6M | -9.0% | -10.5% | +1.4% | -7.3% |
| YTD | -20.1% | -6.9% | -13.2% | -19.1% |
| 1Y | -7.0% | -23.2% | +16.2% | -6.2% |
| All | -7.0% | -22.9% | +15.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling