+247.2%
HD vs EL
+60.9%
+186.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.2% | +7.6% | -2.4% | +3.1% |
| 30D | +20.7% | +15.7% | +5.0% | +15.8% |
| 3M | +0.8% | +30.5% | -29.7% | -7.0% |
| 6M | +12.2% | +32.5% | -20.3% | +2.6% |
| YTD | +4.2% | +9.4% | -5.2% | -0.9% |
| 1Y | -2.6% | +28.4% | -30.9% | -11.9% |
| 3Y | +30.0% | +4.4% | +25.6% | +17.2% |
| 5Y | +8.1% | -64.5% | +72.6% | +43.5% |
| 10Y | +247.2% | +64.9% | +182.3% | +182.9% |
| All | +247.2% | +60.9% | +186.3% | +182.9% |
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