+205.0%
HD vs EXPE
+155.3%
+49.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | -0.6% |
| 7D | -1.2% | -9.8% | +8.6% | +0.9% |
| 30D | -11.1% | -11.5% | +0.4% | -9.0% |
| 3M | +2.0% | +21.7% | -19.7% | -2.4% |
| 6M | -10.5% | +10.4% | -20.8% | -12.9% |
| YTD | -6.9% | -2.5% | -4.3% | -7.8% |
| 1Y | -23.2% | +27.3% | -50.5% | -28.7% |
| 3Y | +3.1% | +153.5% | -150.4% | -20.6% |
| 5Y | +7.4% | +91.1% | -83.7% | -16.1% |
| 10Y | +205.0% | +153.1% | +51.9% | +83.5% |
| All | +205.0% | +155.3% | +49.7% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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