+83.0%
IBM vs HD
+31.8%
+51.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -1.2% | -0.6% | -1.4% |
| 30D | +10.1% | +20.9% | -10.8% | +4.4% |
| 3M | +4.8% | -0.2% | +5.0% | +4.5% |
| 6M | +12.6% | +14.5% | -1.9% | +8.0% |
| YTD | -13.9% | +4.3% | -18.2% | -15.5% |
| 1Y | -18.7% | -3.5% | -15.2% | -18.4% |
| All | +83.0% | +31.8% | +51.2% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling