+10.8%
HD vs ED
+67.1%
-56.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -8.4% | -0.1% | -8.3% | -8.4% |
| 3M | +4.3% | +3.9% | +0.4% | +3.1% |
| 6M | -11.1% | -3.0% | -8.1% | -10.5% |
| YTD | -4.7% | +10.7% | -15.4% | -7.8% |
| 1Y | -19.8% | +13.3% | -33.2% | -23.0% |
| 3Y | +4.1% | +34.5% | -30.4% | -7.3% |
| All | +10.8% | +67.1% | -56.3% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling