+6.7%
HD vs EXEL
+281.2%
-274.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +18.0% | +13.1% | +4.9% | +16.0% |
| 3M | +2.8% | +36.3% | -33.5% | -1.5% |
| 6M | +17.0% | +34.5% | -17.6% | +12.2% |
| YTD | +3.5% | +57.4% | -53.9% | -3.0% |
| 1Y | -2.6% | +62.9% | -65.5% | -9.2% |
| 3Y | +30.7% | +229.5% | -198.8% | +7.6% |
| All | +6.7% | +281.2% | -274.6% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling