+3,094.0%
SPY vs HD
+5,295.6%
-2,201.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +0.1% | -8.4% | +8.5% | +3.4% |
| 3M | +2.0% | +4.3% | -2.4% | -0.1% |
| 6M | +13.0% | -11.1% | +24.1% | +17.4% |
| YTD | +13.5% | -4.7% | +18.2% | +14.6% |
| 1Y | +20.0% | -19.8% | +39.8% | +29.0% |
| 3Y | +77.2% | +4.1% | +73.1% | +70.5% |
| 5Y | +81.9% | +10.3% | +71.6% | +69.2% |
| 10Y | +314.1% | +203.2% | +110.9% | +160.8% |
| All | +3,094.0% | +5,295.6% | -2,201.5% | +628.5% |
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