+307.8%
SPY vs HD
+241.0%
+66.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +1.5% | +1.1% | +1.9% |
| 30D | -2.0% | +18.0% | -20.0% | -9.8% |
| 3M | -2.8% | +2.8% | -5.6% | -4.6% |
| 6M | +2.1% | +17.0% | -14.8% | -6.5% |
| YTD | +11.5% | +3.5% | +8.0% | +7.7% |
| 1Y | +13.5% | -2.6% | +16.0% | +12.8% |
| 3Y | +77.7% | +30.7% | +47.0% | +47.9% |
| 5Y | +72.6% | +6.2% | +66.4% | +57.2% |
| All | +307.8% | +241.0% | +66.8% | +120.2% |
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