+3.4%
HD vs EQT
+197.4%
-193.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.8% |
| 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% | -4.7% |
| All | +3.4% | +197.4% | -193.9% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling