+7.8%
HD vs ES
+5.0%
+2.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.3% |
| 7D | +6.4% | +5.9% | +0.5% | +4.3% |
| 30D | +22.1% | +10.2% | +11.9% | +18.1% |
| 3M | -0.2% | +0.4% | -0.6% | -0.4% |
| 6M | +12.6% | +6.9% | +5.7% | +9.9% |
| YTD | +3.9% | +10.5% | -6.6% | +0.2% |
| 1Y | -3.7% | +3.2% | -6.9% | -5.5% |
| 3Y | +27.9% | +49.0% | -21.2% | +6.7% |
| 5Y | +7.8% | +4.5% | +3.4% | +7.0% |
| All | +7.8% | +5.0% | +2.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling