+248.1%
HD vs ALLE
+208.6%
+39.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | +1.6% | -2.0% | -1.3% |
| 30D | +18.5% | +24.1% | -5.6% | +5.9% |
| 3M | +2.2% | +14.8% | -12.7% | -5.0% |
| 6M | +13.8% | +45.9% | -32.0% | -6.9% |
| YTD | +3.4% | +20.7% | -17.3% | -7.3% |
| 1Y | -3.5% | +14.2% | -17.7% | -11.0% |
| 3Y | +29.0% | +90.7% | -61.7% | -10.5% |
| 5Y | +6.1% | +50.6% | -44.5% | -18.4% |
| All | +248.1% | +208.6% | +39.6% | +102.6% |
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