+1,072.9%
HD vs EWT
+594.1%
+478.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.2% |
| 7D | -2.1% | +4.0% | -6.0% | -3.7% |
| 30D | -8.4% | +10.3% | -18.7% | -12.3% |
| 3M | +4.3% | +6.1% | -1.7% | +0.6% |
| 6M | -11.1% | +56.6% | -67.8% | -28.0% |
| YTD | -4.7% | +76.6% | -81.3% | -26.9% |
| 1Y | -19.8% | +97.9% | -117.7% | -41.7% |
| 3Y | +4.1% | +198.0% | -193.9% | -37.8% |
| 5Y | +10.3% | +151.8% | -141.4% | -29.5% |
| 10Y | +203.2% | +514.1% | -311.0% | +32.4% |
| All | +1,072.9% | +594.1% | +478.8% | +223.0% |
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