+1,352.7%
HD vs EFV
+248.4%
+1,104.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -0.5% |
| 30D | +20.9% | +3.1% | +17.8% | +18.5% |
| 3M | -0.2% | -1.2% | +1.1% | +0.8% |
| 6M | +14.5% | +5.6% | +8.9% | +10.3% |
| YTD | +4.3% | +15.8% | -11.5% | -5.8% |
| 1Y | -3.5% | +20.0% | -23.5% | -14.9% |
| 3Y | +30.1% | +91.0% | -60.8% | -17.2% |
| 5Y | +8.5% | +93.7% | -85.2% | -32.1% |
| 10Y | +245.3% | +160.9% | +84.4% | +76.1% |
| All | +1,352.7% | +248.4% | +1,104.3% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling