+31,139.8%
HD vs ECL
+13,009.7%
+18,130.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -0.8% |
| 30D | -8.4% | -2.2% | -6.2% | -7.4% |
| 3M | +4.3% | +10.1% | -5.8% | -0.3% |
| 6M | -11.1% | -5.7% | -5.4% | -8.4% |
| YTD | -4.7% | +7.0% | -11.6% | -7.6% |
| 1Y | -19.8% | +2.7% | -22.5% | -20.9% |
| 3Y | +4.1% | +57.7% | -53.6% | -17.5% |
| 5Y | +10.3% | +31.1% | -20.8% | -6.2% |
| 10Y | +203.2% | +150.9% | +52.3% | +84.5% |
| All | +31,139.8% | +13,009.7% | +18,130.1% | +4,427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling