+67.7%
T vs HD
+10.1%
+57.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +11.4% | -8.4% | +19.8% | +13.1% |
| 3M | +14.3% | +4.3% | +9.9% | +13.2% |
| 6M | -9.3% | -11.1% | +1.9% | -7.5% |
| YTD | +7.1% | -4.7% | +11.8% | +7.5% |
| 1Y | -9.1% | -19.8% | +10.7% | -5.6% |
| 3Y | +105.3% | +4.1% | +101.2% | +100.2% |
| All | +67.7% | +10.1% | +57.6% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling