+205.0%
HD vs ENB
+103.5%
+101.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -11.1% | -0.2% | -10.9% | -11.2% |
| 3M | +2.0% | -7.5% | +9.5% | +5.0% |
| 6M | -10.5% | -4.1% | -6.3% | -9.4% |
| YTD | -6.9% | +9.8% | -16.7% | -11.2% |
| 1Y | -23.2% | +8.7% | -31.9% | -26.5% |
| 3Y | +3.1% | +79.0% | -75.9% | -20.9% |
| 5Y | +7.4% | +69.1% | -61.7% | -16.4% |
| 10Y | +205.0% | +96.5% | +108.5% | +108.4% |
| All | +205.0% | +103.5% | +101.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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