-20.7%
TLT vs HD
+204.3%
-225.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -0.3% | -11.1% | +10.8% | -0.2% |
| 3M | -1.7% | +2.0% | -3.8% | -1.7% |
| 6M | -4.9% | -10.5% | +5.5% | -4.9% |
| YTD | -2.8% | -6.9% | +4.1% | -2.7% |
| 1Y | -4.2% | -23.2% | +19.0% | -4.2% |
| 3Y | -1.1% | +3.1% | -4.2% | -0.5% |
| 5Y | -33.7% | +7.4% | -41.1% | -33.1% |
| 10Y | -20.7% | +205.0% | -225.7% | -7.6% |
| All | -20.7% | +204.3% | -225.0% | -7.6% |
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 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