+1,001.8%
TER vs HD
+272.9%
+728.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +10.8% |
| 7D | -5.8% | +3.6% | -9.3% | -8.2% |
| 30D | -38.9% | +21.6% | -60.5% | -47.2% |
| 3M | -35.1% | +0.1% | -35.2% | -36.4% |
| 6M | -31.6% | +13.0% | -44.6% | -39.4% |
| YTD | +27.2% | +4.9% | +22.3% | +19.1% |
| 1Y | +35.2% | -2.1% | +37.3% | +32.4% |
| 3Y | +192.8% | +32.6% | +160.2% | +123.1% |
| 5Y | +72.4% | +8.2% | +64.2% | +51.1% |
| 10Y | +1,001.8% | +257.9% | +743.9% | +433.7% |
| All | +1,001.8% | +272.9% | +728.9% | +433.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling