+31,139.8%
HD vs ED
+2,217.3%
+28,922.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.5% |
| 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% | +2.5% |
| 6M | -11.1% | -3.0% | -8.1% | -10.2% |
| YTD | -4.7% | +10.7% | -15.4% | -9.1% |
| 1Y | -19.8% | +13.3% | -33.2% | -24.4% |
| 3Y | +4.1% | +34.5% | -30.4% | -10.4% |
| 5Y | +10.3% | +67.1% | -56.8% | -14.8% |
| 10Y | +203.2% | +103.0% | +100.1% | +106.6% |
| All | +31,139.8% | +2,217.3% | +28,922.5% | +5,758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling