+7.4%
HD vs ETR
+129.9%
-122.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -11.1% | +1.9% | -13.0% | -11.7% |
| 3M | +2.0% | +1.0% | +1.0% | +1.6% |
| 6M | -10.5% | +4.8% | -15.3% | -12.1% |
| YTD | -6.9% | +19.5% | -26.4% | -12.3% |
| 1Y | -23.2% | +28.1% | -51.3% | -29.3% |
| 3Y | +3.1% | +151.1% | -148.1% | -27.5% |
| 5Y | +7.4% | +125.2% | -117.8% | -20.8% |
| All | +7.4% | +129.9% | -122.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling