+205.5%
HD vs ES
+84.4%
+121.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | -8.4% | -2.0% | -6.5% | -7.8% |
| 3M | +4.3% | +1.7% | +2.7% | +3.6% |
| 6M | -11.1% | -3.5% | -7.6% | -10.1% |
| YTD | -4.7% | +7.9% | -12.6% | -7.8% |
| 1Y | -19.8% | +17.2% | -37.0% | -25.7% |
| 3Y | +4.1% | +29.3% | -25.2% | -9.4% |
| 5Y | +10.3% | -5.7% | +16.1% | +9.2% |
| All | +205.5% | +84.4% | +121.1% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling