+8,410.9%
TER vs HD
+34,877.5%
-26,466.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -14.4% |
| 7D | -28.2% | +6.4% | -34.6% | -30.9% |
| 30D | -50.6% | +22.1% | -72.6% | -56.3% |
| 3M | -45.3% | -0.2% | -45.2% | -46.3% |
| 6M | -40.4% | +12.6% | -53.0% | -45.7% |
| YTD | +10.0% | +3.9% | +6.1% | +5.0% |
| 1Y | +13.6% | -3.7% | +17.4% | +12.7% |
| 3Y | +145.2% | +27.9% | +117.4% | +106.1% |
| 5Y | +50.4% | +7.8% | +42.5% | +38.9% |
| 10Y | +882.9% | +269.4% | +613.6% | +370.7% |
| All | +8,410.9% | +34,877.5% | -26,466.6% | +436.6% |
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