-4.3%
HD vs EXR
+26.1%
-30.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | +4.3% | +5.2% | -0.9% | +1.0% |
| 30D | +20.2% | +20.9% | -0.7% | +6.7% |
| 3M | -1.0% | +7.7% | -8.7% | -5.7% |
| 6M | +7.9% | +13.2% | -5.3% | -0.6% |
| YTD | +2.0% | +26.5% | -24.5% | -14.1% |
| 1Y | -4.3% | +27.2% | -31.5% | -19.8% |
| All | -4.3% | +26.1% | -30.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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