+181.5%
TER vs HD
+31.1%
+150.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -8.9% | +5.2% | -14.1% | -10.6% |
| 30D | -39.1% | +20.7% | -59.8% | -44.2% |
| 3M | -32.8% | +0.8% | -33.6% | -32.9% |
| 6M | -31.7% | +12.2% | -44.0% | -36.8% |
| YTD | +26.9% | +4.2% | +22.7% | +22.6% |
| 1Y | +33.6% | -2.6% | +36.1% | +33.7% |
| 3Y | +181.5% | +30.0% | +151.5% | +106.8% |
| All | +181.5% | +31.1% | +150.4% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling