+33,321.4%
HD vs ETR
+4,550.2%
+28,771.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.3% |
| 3M | -1.0% | +4.4% | -5.4% | -2.5% |
| 6M | +7.9% | -1.5% | +9.5% | +8.4% |
| YTD | +2.0% | +21.8% | -19.8% | -5.2% |
| 1Y | -4.3% | +18.4% | -22.7% | -10.2% |
| 3Y | +25.9% | +148.5% | -122.6% | -10.6% |
| 5Y | +5.8% | +152.6% | -146.8% | -25.9% |
| 10Y | +262.5% | +354.5% | -91.9% | +107.5% |
| All | +33,321.4% | +4,550.2% | +28,771.2% | +8,310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling