+245.3%
HD vs EXC
+197.6%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | +20.9% | +8.3% | +12.6% | +16.6% |
| 3M | -0.2% | +2.6% | -2.8% | -1.4% |
| 6M | +14.5% | +5.2% | +9.3% | +11.7% |
| YTD | +4.3% | +7.5% | -3.2% | +0.2% |
| 1Y | -3.5% | +3.2% | -6.6% | -5.5% |
| 3Y | +30.1% | +29.5% | +0.6% | +11.9% |
| 5Y | +8.5% | +39.7% | -31.2% | -12.1% |
| 10Y | +245.3% | +200.1% | +45.2% | +137.8% |
| All | +245.3% | +197.6% | +47.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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