-4.6%
HD vs ES
-1.6%
-3.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.5% | +5.8% |
| 7D | +11.9% | +5.3% | +6.6% | +10.2% |
| 30D | +26.4% | +8.9% | +17.5% | +23.2% |
| 3M | +2.8% | -1.9% | +4.8% | +3.1% |
| 6M | +15.5% | +3.9% | +11.6% | +14.1% |
| YTD | +5.5% | +8.3% | -2.7% | +3.8% |
| 1Y | -4.6% | -0.1% | -4.4% | -5.6% |
| All | -4.6% | -1.6% | -3.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling