+447.1%
HD vs ALLE
+260.9%
+186.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -8.4% | -6.8% | -1.6% | -5.2% |
| 3M | +4.3% | +21.0% | -16.7% | -5.5% |
| 6M | -11.1% | +1.1% | -12.2% | -12.2% |
| YTD | -4.7% | -0.5% | -4.1% | -5.4% |
| 1Y | -19.8% | -7.3% | -12.6% | -17.7% |
| 3Y | +4.1% | +42.3% | -38.2% | -15.0% |
| 5Y | +10.3% | +13.5% | -3.1% | -1.4% |
| 10Y | +203.2% | +144.0% | +59.1% | +88.6% |
| All | +447.1% | +260.9% | +186.3% | +197.8% |
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