+5.6%
HD vs EFV
+93.8%
-88.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +1.5% | -3.5% | -3.1% |
| 30D | -8.4% | +1.7% | -10.2% | -9.6% |
| 3M | +4.3% | +8.6% | -4.3% | -2.0% |
| 6M | -11.1% | +11.7% | -22.8% | -18.3% |
| YTD | -4.7% | +19.3% | -23.9% | -16.7% |
| 1Y | -19.8% | +30.2% | -50.0% | -34.4% |
| All | +5.6% | +93.8% | -88.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling