+254.2%
HD vs ECL
+199.1%
+55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -0.9% |
| 7D | +4.3% | -0.8% | +5.1% | +4.9% |
| 30D | +20.2% | +8.1% | +12.1% | +15.3% |
| 3M | -1.0% | +6.4% | -7.4% | -4.2% |
| 6M | +7.9% | +14.8% | -6.9% | +0.2% |
| YTD | +2.0% | +15.5% | -13.5% | -5.5% |
| 1Y | -4.3% | +20.1% | -24.4% | -13.3% |
| 3Y | +25.9% | +77.8% | -51.8% | -9.1% |
| 5Y | +5.8% | +37.9% | -32.0% | -14.0% |
| All | +254.2% | +199.1% | +55.1% | +76.7% |
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