+247.2%
HD vs ALLE
+217.2%
+29.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +20.7% | +25.9% | -5.2% | +7.1% |
| 3M | +0.8% | +14.9% | -14.1% | -6.3% |
| 6M | +12.2% | +42.1% | -29.9% | -7.0% |
| YTD | +4.2% | +20.4% | -16.2% | -6.4% |
| 1Y | -2.6% | +14.9% | -17.4% | -10.4% |
| 3Y | +30.0% | +90.1% | -60.1% | -9.6% |
| 5Y | +8.1% | +53.0% | -44.9% | -17.5% |
| 10Y | +247.2% | +208.8% | +38.3% | +102.5% |
| All | +247.2% | +217.2% | +29.9% | +102.5% |
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