-7.2%
T vs HD
-22.9%
+15.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.5% | -1.2% | -0.4% | -1.4% |
| 30D | +7.6% | -11.1% | +18.7% | +9.1% |
| 3M | +15.3% | +2.0% | +13.3% | +14.9% |
| 6M | -8.5% | -10.5% | +2.0% | -6.9% |
| YTD | +6.8% | -6.9% | +13.6% | +7.2% |
| 1Y | -7.2% | -23.2% | +15.9% | +3.3% |
| All | -7.2% | -22.9% | +15.7% | +3.3% |
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