+2,536.4%
IBM vs HD
+34,709.6%
-32,173.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +6.8% | +18.5% | -11.7% | +0.8% |
| 3M | +4.4% | +2.2% | +2.2% | +3.4% |
| 6M | +13.2% | +13.8% | -0.7% | +7.9% |
| YTD | -15.1% | +3.4% | -18.5% | -16.8% |
| 1Y | -20.2% | -3.5% | -16.7% | -20.1% |
| 3Y | +79.3% | +29.0% | +50.3% | +61.4% |
| 5Y | +147.5% | +6.1% | +141.4% | +133.3% |
| 10Y | +140.2% | +242.3% | -102.1% | +53.5% |
| All | +2,536.4% | +34,709.6% | -32,173.2% | +281.6% |
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