+247.2%
HD vs ESI
+306.3%
-59.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +5.2% | -6.6% | +11.8% | +7.1% |
| 30D | +20.7% | -9.8% | +30.6% | +23.6% |
| 3M | +0.8% | -11.9% | +12.7% | +3.5% |
| 6M | +12.2% | -25.1% | +37.3% | +19.5% |
| YTD | +4.2% | +31.9% | -27.7% | -9.3% |
| 1Y | -2.6% | +19.2% | -21.8% | -12.5% |
| 3Y | +30.0% | +76.2% | -46.2% | -0.6% |
| 5Y | +8.1% | +39.4% | -31.3% | -12.5% |
| 10Y | +247.2% | +304.9% | -57.7% | +103.1% |
| All | +247.2% | +306.3% | -59.1% | +103.1% |
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