+31,139.8%
HD vs ETR
+4,412.2%
+26,727.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -8.4% | +1.0% | -9.4% | -8.8% |
| 3M | +4.3% | -1.3% | +5.6% | +4.7% |
| 6M | -11.1% | +1.9% | -13.0% | -12.0% |
| YTD | -4.7% | +18.2% | -22.8% | -10.5% |
| 1Y | -19.8% | +24.7% | -44.5% | -26.2% |
| 3Y | +4.1% | +150.7% | -146.6% | -26.4% |
| 5Y | +10.3% | +127.0% | -116.7% | -20.0% |
| 10Y | +203.2% | +295.5% | -92.3% | +81.3% |
| All | +31,139.8% | +4,412.2% | +26,727.6% | +7,841.5% |
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