+254.2%
HD vs EL
+56.3%
+197.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.5% |
| 7D | +4.3% | +0.8% | +3.6% | +4.0% |
| 30D | +20.2% | +16.5% | +3.7% | +15.0% |
| 3M | -1.0% | +29.2% | -30.2% | -8.4% |
| 6M | +7.9% | +27.9% | -20.0% | -0.3% |
| YTD | +2.0% | +6.2% | -4.2% | -2.2% |
| 1Y | -4.3% | +27.2% | -31.5% | -13.2% |
| 3Y | +25.9% | +3.2% | +22.7% | +13.7% |
| 5Y | +5.8% | -66.0% | +71.8% | +42.3% |
| All | +254.2% | +56.3% | +197.9% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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