+33,321.4%
HD vs ED
+2,460.7%
+30,860.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.8% |
| 7D | +4.3% | +1.6% | +2.7% | +3.7% |
| 30D | +20.2% | +13.3% | +6.9% | +14.1% |
| 3M | -1.0% | +9.7% | -10.7% | -4.8% |
| 6M | +7.9% | +12.8% | -4.9% | +2.4% |
| YTD | +2.0% | +22.3% | -20.3% | -6.8% |
| 1Y | -4.3% | +26.3% | -30.6% | -13.8% |
| 3Y | +25.9% | +45.0% | -19.1% | +5.2% |
| 5Y | +5.8% | +80.2% | -74.4% | -20.5% |
| 10Y | +262.5% | +129.9% | +132.7% | +134.6% |
| All | +33,321.4% | +2,460.7% | +30,860.7% | +5,911.1% |
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