+33,321.4%
HD vs EXC
+2,465.1%
+30,856.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.2% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +20.2% | +10.0% | +10.2% | +16.4% |
| 3M | -1.0% | +1.6% | -2.6% | -1.5% |
| 6M | +7.9% | +3.3% | +4.6% | +6.7% |
| YTD | +2.0% | +7.6% | -5.6% | -0.9% |
| 1Y | -4.3% | +3.5% | -7.8% | -5.8% |
| 3Y | +25.9% | +27.7% | -1.7% | +13.9% |
| 5Y | +5.8% | +41.1% | -35.3% | -8.4% |
| 10Y | +262.5% | +178.2% | +84.3% | +147.7% |
| All | +33,321.4% | +2,465.1% | +30,856.3% | +10,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling