+33,321.4%
HD vs ECL
+14,051.7%
+19,269.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.0% |
| 7D | +4.3% | -0.8% | +5.1% | +4.8% |
| 30D | +20.2% | +8.1% | +12.1% | +15.8% |
| 3M | -1.0% | +6.4% | -7.4% | -3.8% |
| 6M | +7.9% | +14.8% | -6.9% | +1.1% |
| YTD | +2.0% | +15.5% | -13.5% | -4.6% |
| 1Y | -4.3% | +20.1% | -24.4% | -12.2% |
| 3Y | +25.9% | +77.8% | -51.8% | -5.6% |
| 5Y | +5.8% | +37.9% | -32.0% | -11.9% |
| 10Y | +262.5% | +202.7% | +59.9% | +102.0% |
| All | +33,321.4% | +14,051.7% | +19,269.7% | +4,572.2% |
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