+2.1%
HD vs ETN
+82.3%
-80.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.8% | +6.2% | -8.0% | -2.8% |
| 30D | -10.8% | -6.7% | -4.2% | -9.9% |
| 3M | -2.7% | +3.6% | -6.3% | -3.8% |
| 6M | -10.3% | +18.3% | -28.6% | -13.9% |
| YTD | -7.8% | +31.5% | -39.3% | -13.5% |
| 1Y | -23.1% | +20.6% | -43.7% | -27.0% |
| All | +2.1% | +82.3% | -80.2% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling