+5.8%
HD vs ETR
+152.2%
-146.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +20.2% | +7.5% | +12.7% | +17.5% |
| 3M | -1.0% | +4.4% | -5.4% | -2.4% |
| 6M | +7.9% | -1.5% | +9.5% | +8.3% |
| YTD | +2.0% | +21.8% | -19.8% | -4.7% |
| 1Y | -4.3% | +18.4% | -22.7% | -9.8% |
| 3Y | +25.9% | +148.5% | -122.6% | -12.2% |
| All | +5.8% | +152.2% | -146.4% | -26.0% |
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