+2,413.6%
IBM vs HD
+31,989.9%
-29,576.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +0.3% | -8.4% | +8.7% | +3.1% |
| 3M | -21.6% | +4.3% | -25.9% | -22.9% |
| 6M | -4.7% | -11.1% | +6.4% | -1.5% |
| YTD | -19.1% | -4.7% | -14.4% | -18.4% |
| 1Y | -2.5% | -19.8% | +17.3% | +3.8% |
| 3Y | +74.2% | +4.1% | +70.1% | +68.3% |
| 5Y | +113.1% | +10.3% | +102.8% | +98.3% |
| 10Y | +133.5% | +203.2% | -69.6% | +55.4% |
| All | +2,413.6% | +31,989.9% | -29,576.3% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling