-11.4%
TLT vs HD
+247.4%
-258.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.0% | -1.2% | +0.1% | -1.0% |
| 30D | +4.1% | +20.9% | -16.8% | +3.8% |
| 3M | -0.4% | -0.2% | -0.2% | -0.4% |
| 6M | -3.2% | +14.5% | -17.7% | -3.4% |
| YTD | -3.5% | +4.3% | -7.8% | -3.7% |
| 1Y | -5.8% | -3.5% | -2.4% | -6.0% |
| 3Y | +4.6% | +30.1% | -25.5% | +5.6% |
| 5Y | -34.4% | +8.5% | -42.9% | -34.8% |
| 10Y | -11.4% | +245.3% | -256.7% | +0.7% |
| All | -11.4% | +247.4% | -258.8% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling