-23.1%
HD vs EWT
+90.7%
-113.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.1% |
| 30D | -10.8% | +9.4% | -20.2% | -12.1% |
| 3M | -2.7% | +10.9% | -13.5% | -4.6% |
| 6M | -10.3% | +57.9% | -68.2% | -20.9% |
| YTD | -7.8% | +75.9% | -83.7% | -19.0% |
| 1Y | -23.1% | +89.7% | -112.8% | -32.4% |
| All | -23.1% | +90.7% | -113.8% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling