-19.8%
HD vs SE
-38.5%
+18.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.1% | -6.1% | +4.0% | -1.6% |
| 30D | -8.4% | -2.5% | -6.0% | -8.3% |
| 3M | +4.3% | +21.7% | -17.4% | +3.3% |
| 6M | -11.1% | +27.0% | -38.1% | -12.6% |
| YTD | -4.7% | -12.1% | +7.5% | -7.8% |
| 1Y | -19.8% | -40.9% | +21.1% | -22.8% |
| All | -19.8% | -38.5% | +18.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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