+5.6%
HD vs EWT
+202.3%
-196.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.5% |
| 7D | -2.1% | +4.0% | -6.0% | -3.0% |
| 30D | -8.4% | +10.3% | -18.7% | -10.8% |
| 3M | +4.3% | +6.1% | -1.7% | +2.2% |
| 6M | -11.1% | +56.6% | -67.8% | -23.9% |
| YTD | -4.7% | +76.6% | -81.3% | -21.6% |
| 1Y | -19.8% | +97.9% | -117.7% | -36.8% |
| All | +5.6% | +202.3% | -196.8% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling