-2.6%
HD vs SE
-49.7%
+47.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +20.7% | -19.4% | +40.1% | +22.5% |
| 3M | +0.8% | -33.1% | +33.9% | +3.8% |
| 6M | +12.2% | -11.4% | +23.7% | +13.6% |
| YTD | +4.2% | -39.8% | +44.0% | +2.8% |
| 1Y | -2.6% | -50.5% | +47.9% | -5.7% |
| All | -2.6% | -49.7% | +47.2% | -5.7% |
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