+257.9%
HD vs ED
+132.0%
+125.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.6% | -0.1% | +3.7% | +3.7% |
| 30D | +21.6% | +11.6% | +10.0% | +17.0% |
| 3M | +0.1% | +10.5% | -10.4% | -3.3% |
| 6M | +13.0% | +13.2% | -0.2% | +8.1% |
| YTD | +4.9% | +22.1% | -17.2% | -2.5% |
| 1Y | -2.1% | +24.2% | -26.2% | -9.6% |
| 3Y | +32.6% | +46.9% | -14.3% | +13.4% |
| 5Y | +8.2% | +80.8% | -72.6% | -15.1% |
| 10Y | +257.9% | +134.3% | +123.7% | +174.7% |
| All | +257.9% | +132.0% | +125.9% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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