+7.4%
HD vs EFV
+96.3%
-88.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.9% |
| 30D | -11.1% | +0.2% | -11.3% | -11.2% |
| 3M | +2.0% | +9.6% | -7.6% | -4.5% |
| 6M | -10.5% | +14.0% | -24.5% | -18.5% |
| YTD | -6.9% | +18.5% | -25.3% | -17.6% |
| 1Y | -23.2% | +27.9% | -51.1% | -35.6% |
| 3Y | +3.1% | +92.4% | -89.4% | -35.4% |
| 5Y | +7.4% | +97.2% | -89.8% | -35.2% |
| All | +7.4% | +96.3% | -88.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling