-3.5%
HD vs EXEL
+62.5%
-66.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | +18.5% | +17.4% | +1.1% | +15.2% |
| 3M | +2.2% | +38.6% | -36.5% | -3.3% |
| 6M | +13.8% | +41.2% | -27.4% | +7.6% |
| YTD | +3.4% | +59.3% | -55.9% | -4.7% |
| 1Y | -3.5% | +60.2% | -63.7% | -10.7% |
| All | -3.5% | +62.5% | -66.0% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling