+57.8%
T vs HD
+5.7%
+52.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -8.7% | +2.8% | -11.5% | -9.4% |
| 6M | -8.1% | +17.0% | -25.1% | -11.1% |
| YTD | -6.4% | +3.5% | -10.0% | -7.7% |
| 1Y | -9.8% | -2.6% | -7.2% | -9.9% |
| 3Y | +65.5% | +30.7% | +34.8% | +53.5% |
| All | +57.8% | +5.7% | +52.1% | +37.6% |
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 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