-2.6%
HD vs EXEL
+72.0%
-74.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +5.6% |
| 30D | +20.7% | +17.9% | +2.8% | +17.3% |
| 3M | +0.8% | +33.3% | -32.5% | -4.0% |
| 6M | +12.2% | +46.6% | -34.3% | +5.5% |
| YTD | +4.2% | +61.0% | -56.8% | -4.2% |
| 1Y | -2.6% | +70.4% | -73.0% | -11.9% |
| All | -2.6% | +72.0% | -74.6% | -11.9% |
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