+30.6%
HD vs ESI
+80.4%
-49.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -0.5% | +8.3% | -8.8% | -2.0% |
| 30D | +18.5% | -10.4% | +28.9% | +20.6% |
| 3M | +2.2% | -13.2% | +15.3% | +4.4% |
| 6M | +13.8% | -23.9% | +37.7% | +18.8% |
| YTD | +3.4% | +34.2% | -30.8% | -9.7% |
| 1Y | -3.5% | +22.2% | -25.7% | -13.5% |
| All | +30.6% | +80.4% | -49.8% | -5.1% |
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 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