+262.0%
TER vs HD
+6.7%
+255.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.0% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | -8.3% | -8.4% | +0.1% | -4.1% |
| 3M | -12.2% | +4.3% | -16.6% | -16.2% |
| 6M | +17.1% | -11.1% | +28.2% | +23.2% |
| YTD | +84.7% | -4.7% | +89.3% | +85.9% |
| 1Y | +199.9% | -19.8% | +219.7% | +234.3% |
| All | +262.0% | +6.7% | +255.4% | +216.3% |
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