+31,139.8%
HD vs ETN
+20,051.4%
+11,088.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | -0.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.9% |
| 30D | -8.4% | -7.9% | -0.5% | -5.4% |
| 3M | +4.3% | -1.6% | +6.0% | +3.2% |
| 6M | -11.1% | +16.9% | -28.0% | -18.8% |
| YTD | -4.7% | +30.1% | -34.7% | -17.2% |
| 1Y | -19.8% | +19.3% | -39.1% | -28.3% |
| 3Y | +4.1% | +82.5% | -78.4% | -26.4% |
| 5Y | +10.3% | +166.8% | -156.5% | -35.0% |
| 10Y | +203.2% | +649.7% | -446.6% | +9.8% |
| All | +31,139.8% | +20,051.4% | +11,088.4% | +2,520.8% |
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