+212.8%
RDDT vs HD
-15.2%
+228.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +2.1% | -3.8% | +6.0% | +4.0% |
| 30D | +2.8% | -9.4% | +12.3% | +7.6% |
| 3M | -8.9% | -4.6% | -4.3% | -7.3% |
| 6M | +15.1% | -10.1% | +25.1% | +20.6% |
| YTD | -31.4% | -8.3% | -23.0% | -29.7% |
| 1Y | -39.4% | -25.0% | -14.4% | -29.6% |
| All | +212.8% | -15.2% | +228.0% | +182.3% |
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