+210.2%
HD vs EWT
+510.6%
-300.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.8% |
| 30D | -10.8% | +9.4% | -20.2% | -14.9% |
| 3M | -2.7% | +10.9% | -13.5% | -8.7% |
| 6M | -10.3% | +57.9% | -68.2% | -31.5% |
| YTD | -7.8% | +75.9% | -83.7% | -33.9% |
| 1Y | -23.1% | +89.7% | -112.8% | -47.6% |
| 3Y | +2.0% | +200.9% | -198.9% | -49.3% |
| 5Y | +6.2% | +154.5% | -148.3% | -41.6% |
| 10Y | +210.2% | +520.8% | -310.6% | -2.9% |
| All | +210.2% | +510.6% | -300.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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