+131.3%
TLT vs HD
+1,828.2%
-1,696.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.1% | +4.3% | -4.2% | +0.5% |
| 30D | +6.2% | +20.2% | -14.0% | +7.9% |
| 3M | +0.1% | -1.0% | +1.1% | 0.0% |
| 6M | -3.0% | +7.9% | -10.9% | -2.3% |
| YTD | -2.7% | +2.0% | -4.7% | -2.5% |
| 1Y | -4.8% | -4.3% | -0.5% | -5.1% |
| 3Y | +6.9% | +25.9% | -19.0% | +10.1% |
| 5Y | -34.5% | +5.8% | -40.3% | -33.7% |
| 10Y | -17.3% | +262.5% | -279.8% | +2.0% |
| All | +131.3% | +1,828.2% | -1,696.8% | +284.3% |
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