+3.1%
HD vs IEF
+9.9%
-6.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -11.1% | -0.7% | -10.4% | -10.3% |
| 3M | +2.0% | -0.4% | +2.5% | +2.8% |
| 6M | -10.5% | -2.5% | -8.0% | -7.7% |
| YTD | -6.9% | -1.6% | -5.3% | -4.9% |
| 1Y | -23.2% | -1.3% | -21.9% | -21.7% |
| 3Y | +3.1% | +10.1% | -7.0% | -6.8% |
| All | +3.1% | +9.9% | -6.8% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling