+775.3%
HD vs EW
+6,974.1%
-6,198.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | +4.3% | +2.8% | +1.5% | +3.7% |
| 6M | -11.1% | +5.5% | -16.6% | -12.4% |
| YTD | -4.7% | +5.5% | -10.1% | -6.1% |
| 1Y | -19.8% | +11.0% | -30.9% | -22.0% |
| 3Y | +4.1% | +17.7% | -13.6% | -3.1% |
| 5Y | +10.3% | -25.7% | +36.1% | +12.1% |
| 10Y | +203.2% | +132.8% | +70.4% | +137.1% |
| All | +775.3% | +6,974.1% | -6,198.8% | +294.5% |
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