+254.2%
HD vs ALLE
+222.4%
+31.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +4.3% | -0.6% | +4.9% | +4.7% |
| 30D | +20.2% | +25.3% | -5.1% | +6.9% |
| 3M | -1.0% | +10.3% | -11.3% | -6.1% |
| 6M | +7.9% | +38.0% | -30.1% | -9.2% |
| YTD | +2.0% | +17.8% | -15.8% | -7.4% |
| 1Y | -4.3% | +13.6% | -17.9% | -11.5% |
| 3Y | +25.9% | +89.2% | -63.3% | -12.3% |
| 5Y | +5.8% | +51.1% | -45.2% | -18.7% |
| All | +254.2% | +222.4% | +31.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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