+1,896.0%
HD vs IEF
+127.6%
+1,768.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.6% |
| 30D | +20.9% | +2.0% | +18.8% | +22.2% |
| 3M | -0.2% | -1.1% | +0.9% | -1.0% |
| 6M | +14.5% | -1.9% | +16.4% | +12.8% |
| YTD | +4.3% | -2.2% | +6.5% | +2.5% |
| 1Y | -3.5% | -2.3% | -1.1% | -5.3% |
| 3Y | +30.1% | +11.6% | +18.5% | +39.9% |
| 5Y | +8.5% | -7.1% | +15.5% | -4.9% |
| 10Y | +245.3% | +7.8% | +237.5% | +263.5% |
| All | +1,896.0% | +127.6% | +1,768.4% | +5,247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling