-6.4%
T vs HD
-3.1%
-3.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.5% | +0.8% |
| 7D | +5.5% | +11.9% | -6.5% | +3.3% |
| 30D | -8.9% | +26.4% | -35.3% | -12.0% |
| 3M | -5.6% | +2.8% | -8.4% | -7.1% |
| 6M | -14.3% | +15.5% | -29.8% | -16.5% |
| YTD | -7.9% | +5.5% | -13.5% | -9.7% |
| 1Y | -6.4% | -4.6% | -1.8% | -7.2% |
| All | -6.4% | -3.1% | -3.3% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling