+257.9%
HD vs EXEL
+445.6%
-187.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.5% |
| 7D | +3.6% | +2.3% | +1.3% | +3.2% |
| 30D | +21.6% | +19.8% | +1.7% | +18.4% |
| 3M | +0.1% | +32.7% | -32.6% | -3.9% |
| 6M | +13.0% | +49.0% | -36.0% | +6.5% |
| YTD | +4.9% | +63.7% | -58.7% | -2.7% |
| 1Y | -2.1% | +75.8% | -77.9% | -10.2% |
| 3Y | +32.6% | +241.3% | -208.7% | +8.1% |
| 5Y | +8.2% | +289.0% | -280.8% | -14.6% |
| 10Y | +257.9% | +377.6% | -119.7% | +174.1% |
| All | +257.9% | +445.6% | -187.6% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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