-3.5%
HD vs IEF
-2.3%
-1.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | -1.2% | -0.8% | -0.4% | +0.9% |
| 30D | +20.9% | +2.0% | +18.8% | +14.8% |
| 3M | -0.2% | -1.1% | +0.9% | +2.6% |
| 6M | +14.5% | -1.9% | +16.4% | +20.3% |
| YTD | +4.3% | -2.2% | +6.5% | +11.1% |
| 1Y | -3.5% | -2.3% | -1.1% | +3.2% |
| All | -3.5% | -2.3% | -1.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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