+14,183.4%
TER vs HD
+31,989.9%
-17,806.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -12.2% | +4.3% | -16.6% | -15.3% |
| 6M | +17.1% | -11.1% | +28.2% | +24.1% |
| YTD | +84.7% | -4.7% | +89.3% | +87.7% |
| 1Y | +199.9% | -19.8% | +219.7% | +232.4% |
| 3Y | +232.8% | +4.1% | +228.7% | +218.3% |
| 5Y | +198.6% | +10.3% | +188.3% | +177.2% |
| 10Y | +1,669.7% | +203.2% | +1,466.6% | +856.1% |
| All | +14,183.4% | +31,989.9% | -17,806.4% | +859.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling