+33,321.4%
HD vs ENB
+11,039.2%
+22,282.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | +4.3% | -5.2% | +9.5% | +5.9% |
| 30D | +20.2% | +2.2% | +18.0% | +19.4% |
| 3M | -1.0% | -8.1% | +7.0% | +1.3% |
| 6M | +7.9% | -11.2% | +19.1% | +11.3% |
| YTD | +2.0% | +2.0% | 0.0% | +0.9% |
| 1Y | -4.3% | +4.1% | -8.4% | -5.9% |
| 3Y | +25.9% | +64.7% | -38.8% | +8.1% |
| 5Y | +5.8% | +46.6% | -40.8% | -6.6% |
| 10Y | +262.5% | +102.7% | +159.8% | +184.9% |
| All | +33,321.4% | +11,039.2% | +22,282.2% | +15,407.6% |
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