+2,956.9%
SPY vs HD
+5,672.4%
-2,715.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.0% |
| 7D | -2.7% | +4.3% | -7.0% | -4.4% |
| 30D | -5.4% | +20.2% | -25.6% | -12.1% |
| 3M | -4.1% | -1.0% | -3.1% | -4.2% |
| 6M | +0.7% | +7.9% | -7.2% | -3.1% |
| YTD | +8.7% | +2.0% | +6.7% | +6.4% |
| 1Y | +10.9% | -4.3% | +15.2% | +11.1% |
| 3Y | +75.0% | +25.9% | +49.1% | +55.9% |
| 5Y | +67.8% | +5.8% | +62.0% | +58.0% |
| 10Y | +312.9% | +262.5% | +50.3% | +142.6% |
| All | +2,956.9% | +5,672.4% | -2,715.5% | +576.7% |
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