+496.4%
HD vs ALLE
+331.3%
+165.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.1% |
| 7D | +6.4% | 0.0% | +6.3% | +6.4% |
| 30D | +22.1% | +20.6% | +1.5% | +11.0% |
| 3M | -0.2% | +11.4% | -11.6% | -5.6% |
| 6M | +12.6% | +42.5% | -29.9% | -6.2% |
| YTD | +3.9% | +18.9% | -15.0% | -5.8% |
| 1Y | -3.7% | +14.2% | -17.9% | -10.9% |
| 3Y | +27.9% | +90.7% | -62.8% | -9.9% |
| 5Y | +7.8% | +52.5% | -44.7% | -16.6% |
| 10Y | +269.4% | +231.2% | +38.1% | +99.7% |
| All | +496.4% | +331.3% | +165.0% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling