+34,054.1%
HD vs ETR
+4,599.0%
+29,455.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | +2.6% | +2.6% | +4.3% |
| 30D | +20.7% | +8.7% | +12.1% | +17.4% |
| 3M | +0.8% | +6.4% | -5.6% | -1.3% |
| 6M | +12.2% | +0.7% | +11.5% | +11.8% |
| YTD | +4.2% | +23.0% | -18.8% | -3.4% |
| 1Y | -2.6% | +17.9% | -20.5% | -8.4% |
| 3Y | +30.0% | +154.9% | -124.9% | -8.5% |
| 5Y | +8.1% | +157.3% | -149.2% | -24.8% |
| 10Y | +247.2% | +373.4% | -126.2% | +96.3% |
| All | +34,054.1% | +4,599.0% | +29,455.1% | +8,464.8% |
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 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