+6.1%
HD vs SE
-78.1%
+84.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +18.5% | -22.3% | +40.8% | +21.2% |
| 3M | +2.2% | -41.8% | +44.0% | +7.3% |
| 6M | +13.8% | -22.4% | +36.2% | +16.1% |
| YTD | +3.4% | -41.6% | +45.0% | +7.6% |
| 1Y | -3.5% | -48.0% | +44.5% | +1.4% |
| 3Y | +29.0% | +63.9% | -34.9% | +19.2% |
| 5Y | +6.1% | -78.2% | +84.3% | -6.1% |
| All | +6.1% | -78.1% | +84.2% | -6.1% |
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