+131.2%
TLT vs HD
+1,702.3%
-1,571.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.3% |
| 7D | -0.4% | -2.1% | +1.6% | -0.6% |
| 30D | -0.6% | -8.4% | +7.8% | -1.3% |
| 3M | -2.7% | +4.3% | -7.1% | -2.3% |
| 6M | -5.6% | -11.1% | +5.5% | -6.5% |
| YTD | -2.8% | -4.7% | +1.9% | -3.1% |
| 1Y | -1.4% | -19.8% | +18.4% | -3.3% |
| 3Y | -1.6% | +4.1% | -5.7% | -0.6% |
| 5Y | -33.8% | +10.3% | -44.1% | -32.4% |
| 10Y | -21.1% | +203.2% | -224.3% | -4.8% |
| All | +131.2% | +1,702.3% | -1,571.1% | +281.9% |
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