+248.6%
HD vs EL
+62.2%
+186.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +18.0% | +10.0% | +8.0% | +14.8% |
| 3M | +2.8% | +28.4% | -25.6% | -4.7% |
| 6M | +17.0% | +37.1% | -20.1% | +6.0% |
| YTD | +3.5% | +7.8% | -4.3% | -1.2% |
| 1Y | -2.6% | +26.0% | -28.6% | -11.4% |
| 3Y | +30.7% | +3.8% | +26.9% | +18.0% |
| 5Y | +6.2% | -65.2% | +71.4% | +41.8% |
| All | +248.6% | +62.2% | +186.4% | +187.9% |
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