+25.9%
HD vs ESI
+67.9%
-42.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.2% |
| 7D | +4.3% | -8.5% | +12.9% | +5.9% |
| 30D | +20.2% | -15.7% | +35.8% | +23.7% |
| 3M | -1.0% | -18.2% | +17.2% | +2.3% |
| 6M | +7.9% | -28.8% | +36.8% | +14.1% |
| YTD | +2.0% | +26.3% | -24.3% | -9.9% |
| 1Y | -4.3% | +18.2% | -22.5% | -13.9% |
| 3Y | +25.9% | +68.1% | -42.2% | -8.3% |
| All | +25.9% | +67.9% | -42.0% | -8.3% |
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