+203.4%
HD vs EQT
+52.9%
+150.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -13.1% | +1.1% | -14.2% | -13.2% |
| 3M | -3.4% | +4.8% | -8.2% | -3.9% |
| 6M | -12.6% | -10.6% | -2.0% | -11.9% |
| YTD | -9.2% | +3.4% | -12.7% | -9.8% |
| 1Y | -23.9% | +8.7% | -32.6% | -24.9% |
| 3Y | +0.4% | +35.0% | -34.5% | -4.1% |
| 5Y | +4.5% | +204.2% | -199.7% | -8.9% |
| All | +203.4% | +52.9% | +150.5% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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