+1,258.6%
HD vs ET
+1,435.0%
-176.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | +0.9% | -2.9% | -2.2% |
| 30D | -8.4% | +7.5% | -15.9% | -9.7% |
| 3M | +4.3% | +11.4% | -7.1% | +2.1% |
| 6M | -11.1% | +18.5% | -29.7% | -14.2% |
| YTD | -4.7% | +37.4% | -42.1% | -10.6% |
| 1Y | -19.8% | +30.9% | -50.7% | -24.2% |
| 3Y | +4.1% | +98.7% | -94.6% | -9.6% |
| 5Y | +10.3% | +230.7% | -220.4% | -13.8% |
| 10Y | +203.2% | +175.6% | +27.6% | +129.6% |
| All | +1,258.6% | +1,435.0% | -176.4% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling