+7.8%
HD vs ALLE
+51.8%
-44.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | 0.0% |
| 7D | +6.4% | 0.0% | +6.3% | +6.4% |
| 30D | +22.1% | +20.6% | +1.5% | +10.4% |
| 3M | -0.2% | +11.4% | -11.6% | -5.9% |
| 6M | +12.6% | +42.5% | -29.9% | -7.3% |
| YTD | +3.9% | +18.9% | -15.0% | -6.4% |
| 1Y | -3.7% | +14.2% | -17.9% | -11.4% |
| 3Y | +27.9% | +90.7% | -62.8% | -13.5% |
| 5Y | +7.8% | +52.5% | -44.7% | -18.0% |
| All | +7.8% | +51.8% | -44.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling