-34.5%
TLT vs HD
+5.7%
-40.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +1.5% | -4.6% | -3.4% |
| 30D | +1.0% | +18.0% | -17.0% | -1.8% |
| 3M | -2.7% | +2.8% | -5.5% | -3.3% |
| 6M | -4.1% | +17.0% | -21.1% | -6.9% |
| YTD | -5.4% | +3.5% | -8.9% | -6.4% |
| 1Y | -7.0% | -2.6% | -4.4% | -7.2% |
| 3Y | +2.8% | +30.7% | -27.9% | -2.2% |
| All | -34.5% | +5.7% | -40.3% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling