+208.5%
HD vs EL
+32.5%
+176.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.1% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -8.4% | +19.8% | -28.3% | -13.3% |
| 3M | +4.3% | +25.7% | -21.4% | -2.6% |
| 6M | -11.1% | +5.4% | -16.6% | -13.6% |
| YTD | -4.7% | +0.2% | -4.9% | -6.9% |
| 1Y | -19.8% | +20.4% | -40.2% | -26.4% |
| 3Y | +4.1% | -32.1% | +36.2% | +8.5% |
| 5Y | +10.3% | -67.2% | +77.5% | +49.0% |
| All | +208.5% | +32.5% | +176.0% | +165.4% |
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