+248.6%
HD vs ET
+160.8%
+87.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | +1.0% |
| 30D | +18.0% | -2.5% | +20.5% | +18.4% |
| 3M | +2.8% | -4.9% | +7.6% | +3.6% |
| 6M | +17.0% | -0.1% | +17.1% | +16.5% |
| YTD | +3.5% | +26.2% | -22.7% | -2.2% |
| 1Y | -2.6% | +25.2% | -27.7% | -7.8% |
| 3Y | +30.7% | +84.2% | -53.5% | +12.9% |
| 5Y | +6.2% | +216.1% | -209.9% | -18.6% |
| All | +248.6% | +160.8% | +87.7% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling