+254.2%
HD vs EW
+236.3%
+17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.2% |
| 7D | +4.3% | +11.0% | -6.7% | +1.2% |
| 30D | +20.2% | +19.1% | +1.1% | +14.3% |
| 3M | -1.0% | +14.4% | -15.4% | -4.9% |
| 6M | +7.9% | +22.8% | -14.9% | +1.4% |
| YTD | +2.0% | +19.8% | -17.8% | -3.7% |
| 1Y | -4.3% | +23.9% | -28.2% | -10.6% |
| 3Y | +25.9% | +52.2% | -26.3% | +4.9% |
| 5Y | +5.8% | -13.9% | +19.7% | +4.6% |
| All | +254.2% | +236.3% | +17.9% | +143.8% |
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