+54.6%
TER vs HD
+5.3%
+49.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | -20.5% | +4.3% | -24.8% | -22.8% |
| 30D | -47.0% | +20.2% | -67.2% | -53.5% |
| 3M | -43.3% | -1.0% | -42.3% | -43.8% |
| 6M | -42.9% | +7.9% | -50.8% | -47.5% |
| YTD | +12.9% | +2.0% | +10.9% | +8.1% |
| 1Y | +18.2% | -4.3% | +22.5% | +17.9% |
| 3Y | +151.8% | +25.9% | +125.9% | +95.1% |
| All | +54.6% | +5.3% | +49.3% | +34.1% |
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