+1,241.7%
HD vs EXPE
+727.6%
+514.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | -0.8% |
| 7D | +4.3% | -9.3% | +13.7% | +6.4% |
| 30D | +20.2% | +0.1% | +20.0% | +19.9% |
| 3M | -1.0% | -15.3% | +14.3% | +2.2% |
| 6M | +7.9% | +5.5% | +2.4% | +5.8% |
| YTD | +2.0% | -8.0% | +10.0% | +1.8% |
| 1Y | -4.3% | +18.9% | -23.2% | -10.3% |
| 3Y | +25.9% | +135.5% | -109.6% | -2.3% |
| 5Y | +5.8% | +44.3% | -38.5% | -12.1% |
| 10Y | +262.5% | +117.7% | +144.8% | +146.8% |
| All | +1,241.7% | +727.6% | +514.1% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling