-9.8%
T vs HD
-3.5%
-6.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | -3.8% | +18.0% | -21.8% | -6.3% |
| 3M | -8.7% | +2.8% | -11.5% | -10.1% |
| 6M | -8.1% | +17.0% | -25.1% | -10.5% |
| YTD | -6.4% | +3.5% | -10.0% | -8.2% |
| 1Y | -9.8% | -2.6% | -7.2% | -10.6% |
| All | -9.8% | -3.5% | -6.2% | -10.6% |
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