+208.5%
HD vs ECL
+150.0%
+58.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -0.6% |
| 30D | -8.4% | -2.2% | -6.2% | -7.3% |
| 3M | +4.3% | +10.1% | -5.8% | -0.9% |
| 6M | -11.1% | -5.7% | -5.4% | -8.1% |
| YTD | -4.7% | +7.0% | -11.6% | -8.0% |
| 1Y | -19.8% | +2.7% | -22.5% | -21.1% |
| 3Y | +4.1% | +57.7% | -53.6% | -20.1% |
| 5Y | +10.3% | +31.1% | -20.8% | -8.4% |
| All | +208.5% | +150.0% | +58.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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