+1,154.1%
HD vs EXPE
+851.4%
+302.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -2.1% | -9.5% | +7.5% | +0.1% |
| 30D | -8.4% | -6.6% | -1.8% | -7.1% |
| 3M | +4.3% | +31.4% | -27.0% | -2.1% |
| 6M | -11.1% | +35.2% | -46.3% | -17.7% |
| YTD | -4.7% | +5.8% | -10.5% | -7.5% |
| 1Y | -19.8% | +38.7% | -58.5% | -27.3% |
| 3Y | +4.1% | +175.8% | -171.7% | -22.2% |
| 5Y | +10.3% | +111.8% | -101.5% | -16.3% |
| 10Y | +203.2% | +179.7% | +23.4% | +95.5% |
| All | +1,154.1% | +851.4% | +302.6% | +335.9% |
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