+203.4%
HD vs EFV
+167.0%
+36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -3.9% | -2.0% | -1.9% | -2.3% |
| 30D | -13.1% | -0.2% | -12.9% | -13.0% |
| 3M | -3.4% | +9.1% | -12.6% | -10.2% |
| 6M | -12.6% | +11.7% | -24.2% | -20.2% |
| YTD | -9.2% | +17.0% | -26.3% | -20.4% |
| 1Y | -23.9% | +26.7% | -50.6% | -37.5% |
| 3Y | +0.4% | +90.2% | -89.7% | -41.6% |
| 5Y | +4.5% | +96.1% | -91.6% | -41.3% |
| All | +203.4% | +167.0% | +36.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling