+205.0%
HD vs EW
+124.3%
+80.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.3% |
| 7D | -1.2% | -4.4% | +3.3% | +0.1% |
| 30D | -11.1% | -3.3% | -7.8% | -10.3% |
| 3M | +2.0% | +1.0% | +1.0% | +1.7% |
| 6M | -10.5% | +6.2% | -16.7% | -12.2% |
| YTD | -6.9% | +1.7% | -8.6% | -7.7% |
| 1Y | -23.2% | +8.1% | -31.3% | -25.3% |
| 3Y | +3.1% | +17.1% | -14.0% | -6.7% |
| 5Y | +7.4% | -29.4% | +36.7% | +12.3% |
| 10Y | +205.0% | +121.7% | +83.3% | +127.3% |
| All | +205.0% | +124.3% | +80.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling