+203.4%
HD vs ETN
+699.0%
-495.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.0% |
| 7D | -3.9% | +3.0% | -6.9% | -5.0% |
| 30D | -13.1% | -10.9% | -2.2% | -9.4% |
| 3M | -3.4% | +9.2% | -12.7% | -8.2% |
| 6M | -12.6% | +13.9% | -26.5% | -19.0% |
| YTD | -9.2% | +29.5% | -38.8% | -20.8% |
| 1Y | -23.9% | +14.2% | -38.1% | -30.6% |
| 3Y | +0.4% | +79.9% | -79.4% | -30.4% |
| 5Y | +4.5% | +175.7% | -171.1% | -43.1% |
| All | +203.4% | +699.0% | -495.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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