+33,829.3%
HD vs ETN
+17,265.7%
+16,563.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +1.5% | +3.6% | -2.1% | +0.1% |
| 30D | +18.0% | -13.4% | +31.4% | +23.2% |
| 3M | +2.8% | -21.9% | +24.7% | +11.2% |
| 6M | +17.0% | -12.8% | +29.8% | +18.8% |
| YTD | +3.5% | +12.1% | -8.6% | -6.3% |
| 1Y | -2.6% | +0.8% | -3.4% | -8.1% |
| 3Y | +30.7% | +64.5% | -33.7% | -5.3% |
| 5Y | +6.2% | +121.7% | -115.5% | -33.6% |
| 10Y | +242.7% | +542.2% | -299.5% | +29.8% |
| All | +33,829.3% | +17,265.7% | +16,563.6% | +2,863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling