+5,688.8%
HD vs EL
+1,685.7%
+4,003.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | 0.0% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -8.4% | +19.8% | -28.3% | -13.8% |
| 3M | +4.3% | +25.7% | -21.4% | -3.4% |
| 6M | -11.1% | +5.4% | -16.6% | -14.0% |
| YTD | -4.7% | +0.2% | -4.9% | -7.3% |
| 1Y | -19.8% | +20.4% | -40.2% | -27.1% |
| 3Y | +4.1% | -32.1% | +36.2% | +6.2% |
| 5Y | +10.3% | -67.2% | +77.5% | +40.5% |
| 10Y | +203.2% | +31.7% | +171.4% | +133.5% |
| All | +5,688.8% | +1,685.7% | +4,003.0% | +1,812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling