+257.9%
HD vs EL
+63.1%
+194.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | +3.6% | +8.0% | -4.4% | +1.4% |
| 30D | +21.6% | +15.4% | +6.1% | +16.7% |
| 3M | +0.1% | +28.5% | -28.4% | -7.2% |
| 6M | +13.0% | +32.2% | -19.2% | +3.4% |
| YTD | +4.9% | +9.2% | -4.2% | -0.2% |
| 1Y | -2.1% | +30.8% | -32.9% | -11.9% |
| 3Y | +32.6% | +3.7% | +28.9% | +19.9% |
| 5Y | +8.2% | -64.8% | +73.0% | +44.0% |
| 10Y | +257.9% | +60.0% | +197.9% | +202.3% |
| All | +257.9% | +63.1% | +194.9% | +202.3% |
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