+6,093.0%
HD vs EL
+1,792.3%
+4,300.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.5% |
| 7D | +4.3% | +0.8% | +3.6% | +4.0% |
| 30D | +20.2% | +16.5% | +3.7% | +14.4% |
| 3M | -1.0% | +29.2% | -30.2% | -9.2% |
| 6M | +7.9% | +27.9% | -20.0% | -1.3% |
| YTD | +2.0% | +6.2% | -4.2% | -2.8% |
| 1Y | -4.3% | +27.2% | -31.5% | -14.2% |
| 3Y | +25.9% | +3.2% | +22.7% | +12.6% |
| 5Y | +5.8% | -66.0% | +71.8% | +33.4% |
| 10Y | +262.5% | +58.3% | +204.2% | +162.7% |
| All | +6,093.0% | +1,792.3% | +4,300.7% | +1,904.8% |
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