+17.1%
TER vs HD
-10.4%
+27.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.0% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | -8.3% | -8.4% | +0.1% | -4.2% |
| 3M | -12.2% | +4.3% | -16.6% | -20.8% |
| 6M | +17.1% | -11.1% | +28.2% | +30.3% |
| All | +17.1% | -10.4% | +27.5% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling