+1,182.3%
HD vs EWT
+485.8%
+696.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +5.2% | -3.7% | +8.9% | +6.3% |
| 30D | +20.7% | -17.2% | +37.9% | +29.4% |
| 3M | +0.8% | -7.3% | +8.1% | +2.7% |
| 6M | +12.2% | -1.5% | +13.7% | +9.8% |
| YTD | +4.2% | +49.0% | -44.8% | -15.2% |
| 1Y | -2.6% | +50.6% | -53.2% | -21.1% |
| 3Y | +30.0% | +148.9% | -118.9% | -17.2% |
| 5Y | +8.1% | +116.1% | -108.0% | -27.1% |
| 10Y | +247.2% | +427.8% | -180.7% | +60.1% |
| All | +1,182.3% | +485.8% | +696.5% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling