+162.1%
HD vs SE
+366.0%
-203.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +4.3% | +2.0% | +2.3% | +4.1% |
| 30D | +20.2% | -20.0% | +40.2% | +22.9% |
| 3M | -1.0% | -31.8% | +30.8% | +2.8% |
| 6M | +7.9% | -15.9% | +23.8% | +9.2% |
| YTD | +2.0% | -40.6% | +42.6% | +6.6% |
| 1Y | -4.3% | -50.7% | +46.4% | +1.8% |
| 3Y | +25.9% | +70.3% | -44.4% | +14.3% |
| 5Y | +5.8% | -78.8% | +84.7% | +13.6% |
| All | +162.1% | +366.0% | -203.9% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling