+309.3%
SPY vs HD
+240.6%
+68.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | -2.7% | +18.5% | -21.2% | -10.6% |
| 3M | -1.7% | +2.2% | -3.9% | -3.2% |
| 6M | +3.1% | +13.8% | -10.8% | -4.4% |
| YTD | +11.9% | +3.4% | +8.5% | +8.2% |
| 1Y | +12.0% | -3.5% | +15.5% | +11.8% |
| 3Y | +78.2% | +29.0% | +49.2% | +49.3% |
| 5Y | +73.2% | +6.1% | +67.2% | +57.8% |
| All | +309.3% | +240.6% | +68.8% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling