+213.4%
HD vs ESI
+313.2%
-99.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | -1.2% | +5.4% | -6.6% | -2.7% |
| 30D | -11.1% | -4.2% | -6.9% | -10.2% |
| 3M | +2.0% | -9.6% | +11.6% | +3.9% |
| 6M | -10.5% | +18.3% | -28.8% | -17.4% |
| YTD | -6.9% | +45.8% | -52.7% | -20.3% |
| 1Y | -23.2% | +39.2% | -62.3% | -33.6% |
| 3Y | +3.1% | +86.3% | -83.2% | -21.1% |
| 5Y | +7.4% | +76.2% | -68.8% | -18.1% |
| All | +213.4% | +313.2% | -99.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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