+5.8%
HD vs EW
+17.9%
-12.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -8.4% | +1.0% | -9.5% | -8.5% |
| 3M | +4.3% | +2.8% | +1.5% | +3.9% |
| 6M | -11.1% | +5.5% | -16.6% | -11.9% |
| YTD | -4.7% | +5.5% | -10.1% | -5.5% |
| 1Y | -19.8% | +11.0% | -30.9% | -21.0% |
| All | +5.8% | +17.9% | -12.1% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling