+31,139.8%
HD vs ENB
+11,799.4%
+19,340.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -8.4% | -2.2% | -6.2% | -7.9% |
| 3M | +4.3% | -10.5% | +14.9% | +7.5% |
| 6M | -11.1% | -5.1% | -6.1% | -10.1% |
| YTD | -4.7% | +9.0% | -13.6% | -7.4% |
| 1Y | -19.8% | +8.2% | -28.0% | -22.0% |
| 3Y | +4.1% | +67.8% | -63.7% | -11.2% |
| 5Y | +10.3% | +69.4% | -59.1% | -6.5% |
| 10Y | +203.2% | +117.5% | +85.6% | +133.3% |
| All | +31,139.8% | +11,799.4% | +19,340.4% | +14,131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling