+89.2%
TER vs HD
+7.5%
+81.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | -1.2% | +7.1% | +6.9% |
| 30D | -30.8% | +20.9% | -51.6% | -39.1% |
| 3M | -29.9% | -0.2% | -29.8% | -30.7% |
| 6M | -27.5% | +14.5% | -42.0% | -35.7% |
| YTD | +37.5% | +4.3% | +33.2% | +30.2% |
| 1Y | +50.3% | -3.5% | +53.7% | +49.8% |
| 3Y | +204.9% | +30.1% | +174.8% | +131.7% |
| 5Y | +89.2% | +8.5% | +80.7% | +62.5% |
| All | +89.2% | +7.5% | +81.7% | +62.5% |
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