+6.2%
HD vs ET
+242.4%
-236.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -10.8% | +5.3% | -16.1% | -11.9% |
| 3M | -2.7% | +15.6% | -18.3% | -5.9% |
| 6M | -10.3% | +20.6% | -30.9% | -14.4% |
| YTD | -7.8% | +38.5% | -46.4% | -15.1% |
| 1Y | -23.1% | +35.7% | -58.9% | -28.9% |
| 3Y | +2.0% | +98.4% | -96.4% | -15.5% |
| 5Y | +6.2% | +245.3% | -239.1% | -18.2% |
| All | +6.2% | +242.4% | -236.1% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling