+245.3%
HD vs ETR
+374.5%
-129.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +20.9% | +7.7% | +13.2% | +17.2% |
| 3M | -0.2% | +5.7% | -5.9% | -2.5% |
| 6M | +14.5% | -0.3% | +14.8% | +14.5% |
| YTD | +4.3% | +23.4% | -19.0% | -5.3% |
| 1Y | -3.5% | +18.5% | -22.0% | -10.9% |
| 3Y | +30.1% | +155.6% | -125.4% | -18.1% |
| 5Y | +8.5% | +158.7% | -150.2% | -33.2% |
| 10Y | +245.3% | +377.8% | -132.5% | +100.3% |
| All | +245.3% | +374.5% | -129.2% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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