+857.0%
HD vs EW
+8,084.4%
-7,227.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +5.2% | +9.3% | -4.1% | +3.2% |
| 30D | +20.7% | +22.1% | -1.3% | +15.5% |
| 3M | +0.8% | +13.0% | -12.2% | -2.0% |
| 6M | +12.2% | +30.1% | -17.9% | +5.7% |
| YTD | +4.2% | +22.0% | -17.8% | -0.7% |
| 1Y | -2.6% | +23.7% | -26.3% | -7.5% |
| 3Y | +30.0% | +62.0% | -32.0% | +12.7% |
| 5Y | +8.1% | -12.4% | +20.5% | +5.9% |
| 10Y | +247.2% | +236.1% | +11.1% | +152.9% |
| All | +857.0% | +8,084.4% | -7,227.4% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling