+5.8%
HD vs ESI
+79.8%
-74.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -2.1% | +3.3% | -5.4% | -2.8% |
| 30D | -8.4% | -5.9% | -2.6% | -7.3% |
| 3M | +4.3% | -14.1% | +18.4% | +6.9% |
| 6M | -11.1% | +6.6% | -17.7% | -15.2% |
| YTD | -4.7% | +45.0% | -49.7% | -17.5% |
| 1Y | -19.8% | +41.5% | -61.3% | -30.4% |
| All | +5.8% | +79.8% | -74.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling