+482.3%
HD vs ESI
+224.6%
+257.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 6M | -11.1% | +6.6% | -17.7% | -14.0% |
| YTD | -4.7% | +45.0% | -49.7% | -14.5% |
| 1Y | -19.8% | +41.5% | -61.3% | -27.9% |
| 3Y | +4.1% | +78.8% | -74.7% | -12.6% |
| 5Y | +10.3% | +70.9% | -60.6% | -7.6% |
| 10Y | +203.2% | +317.1% | -113.9% | +107.2% |
| All | +482.3% | +224.6% | +257.7% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling