+210.2%
HD vs EXEL
+378.5%
-168.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -10.8% | +10.1% | -21.0% | -12.0% |
| 3M | -2.7% | +10.1% | -12.8% | -4.0% |
| 6M | -10.3% | +37.7% | -48.0% | -14.3% |
| YTD | -7.8% | +33.1% | -40.9% | -11.7% |
| 1Y | -23.1% | +52.4% | -75.5% | -27.9% |
| 3Y | +2.0% | +163.8% | -161.8% | -12.9% |
| 5Y | +6.2% | +198.5% | -192.3% | -12.1% |
| 10Y | +210.2% | +386.9% | -176.7% | +141.5% |
| All | +210.2% | +378.5% | -168.3% | +141.5% |
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