+523.0%
HD vs ESI
+182.6%
+340.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.3% |
| 7D | +4.3% | -8.5% | +12.9% | +6.2% |
| 30D | +20.2% | -15.7% | +35.8% | +24.1% |
| 3M | -1.0% | -18.2% | +17.2% | +2.6% |
| 6M | +7.9% | -28.8% | +36.8% | +14.4% |
| YTD | +2.0% | +26.3% | -24.3% | -6.3% |
| 1Y | -4.3% | +18.2% | -22.5% | -10.8% |
| 3Y | +25.9% | +68.1% | -42.2% | +6.5% |
| 5Y | +5.8% | +28.8% | -22.9% | -6.5% |
| 10Y | +262.5% | +329.8% | -67.3% | +150.1% |
| All | +523.0% | +182.6% | +340.4% | +355.6% |
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