+10.8%
HD vs SE
-68.6%
+79.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.1% | -6.1% | +4.0% | -1.5% |
| 30D | -8.4% | -2.5% | -6.0% | -8.3% |
| 3M | +4.3% | +21.7% | -17.4% | +2.2% |
| 6M | -11.1% | +27.0% | -38.1% | -13.5% |
| YTD | -4.7% | -12.1% | +7.5% | -4.4% |
| 1Y | -19.8% | -40.9% | +21.1% | -16.7% |
| 3Y | +4.1% | +191.0% | -186.9% | -9.0% |
| All | +10.8% | -68.6% | +79.4% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling