-23.2%
HD vs SE
-41.4%
+18.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -11.1% | -0.1% | -11.0% | -11.1% |
| 3M | +2.0% | +34.1% | -32.1% | +0.6% |
| 6M | -10.5% | +23.2% | -33.7% | -12.2% |
| YTD | -6.9% | -11.2% | +4.3% | -10.0% |
| 1Y | -23.2% | -40.5% | +17.3% | -26.7% |
| All | -23.2% | -41.4% | +18.2% | -26.7% |
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