+25.0%
INTC vs HD
+8.5%
+16.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.3% |
| 7D | -1.0% | +3.6% | -4.6% | -2.6% |
| 30D | -43.3% | +21.6% | -64.9% | -48.5% |
| 3M | -41.6% | +0.1% | -41.7% | -42.0% |
| 6M | -52.5% | +13.0% | -65.5% | -56.0% |
| YTD | +60.9% | +4.9% | +56.0% | +53.9% |
| 1Y | +55.7% | -2.1% | +57.8% | +54.4% |
| 3Y | +59.2% | +32.6% | +26.6% | +29.0% |
| 5Y | +25.0% | +8.2% | +16.8% | +4.2% |
| All | +25.0% | +8.5% | +16.5% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling