+257.9%
HD vs ECL
+205.6%
+52.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.8% |
| 7D | +3.6% | -0.5% | +4.1% | +4.0% |
| 30D | +21.6% | +8.8% | +12.7% | +16.1% |
| 3M | +0.1% | +7.8% | -7.7% | -3.8% |
| 6M | +13.0% | +21.3% | -8.3% | +1.8% |
| YTD | +4.9% | +17.8% | -12.9% | -3.9% |
| 1Y | -2.1% | +21.1% | -23.1% | -11.6% |
| 3Y | +32.6% | +80.1% | -47.5% | -5.0% |
| 5Y | +8.2% | +40.5% | -32.2% | -13.0% |
| 10Y | +257.9% | +197.7% | +60.2% | +78.6% |
| All | +257.9% | +205.6% | +52.3% | +78.6% |
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