-12.3%
TLT vs HD
+253.5%
-265.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | +3.7% | +20.7% | -17.0% | +3.4% |
| 3M | -0.7% | +0.8% | -1.5% | -0.8% |
| 6M | -4.2% | +12.2% | -16.4% | -4.4% |
| YTD | -4.0% | +4.2% | -8.2% | -4.1% |
| 1Y | -5.8% | -2.6% | -3.3% | -6.0% |
| 3Y | +4.1% | +30.0% | -25.9% | +5.2% |
| 5Y | -34.8% | +8.1% | -42.9% | -35.3% |
| 10Y | -12.3% | +247.2% | -259.5% | -0.2% |
| All | -12.3% | +253.5% | -265.8% | -0.2% |
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