+247.2%
HD vs EXC
+183.9%
+63.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +20.7% | +9.0% | +11.7% | +16.1% |
| 3M | +0.8% | +3.3% | -2.5% | -0.7% |
| 6M | +12.2% | +5.7% | +6.6% | +9.3% |
| YTD | +4.2% | +7.3% | -3.1% | +0.2% |
| 1Y | -2.6% | +2.9% | -5.5% | -4.6% |
| 3Y | +30.0% | +29.3% | +0.7% | +11.9% |
| 5Y | +8.1% | +40.1% | -32.0% | -12.5% |
| 10Y | +247.2% | +197.7% | +49.5% | +138.9% |
| All | +247.2% | +183.9% | +63.2% | +138.9% |
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