+208.1%
HD vs EFV
+167.8%
+40.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.4% |
| 30D | -10.8% | 0.0% | -10.9% | -10.8% |
| 3M | -2.7% | +8.4% | -11.1% | -9.0% |
| 6M | -10.3% | +12.3% | -22.6% | -18.5% |
| YTD | -7.8% | +17.4% | -25.2% | -19.4% |
| 1Y | -23.1% | +27.1% | -50.3% | -37.1% |
| 3Y | +2.0% | +90.7% | -88.7% | -40.8% |
| 5Y | +6.2% | +95.6% | -89.4% | -40.3% |
| All | +208.1% | +167.8% | +40.3% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling