+63.6%
HD vs TE
-49.8%
+113.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.9% |
| 7D | -1.8% | +15.0% | -16.8% | -2.3% |
| 30D | -10.8% | -7.5% | -3.3% | -10.7% |
| 3M | -2.7% | -42.0% | +39.3% | -1.4% |
| 6M | -10.3% | -31.4% | +21.1% | -10.5% |
| YTD | -7.8% | -26.5% | +18.7% | -8.8% |
| 1Y | -23.1% | +153.1% | -176.2% | -29.4% |
| 3Y | +2.0% | -20.7% | +22.7% | -2.7% |
| 5Y | +6.2% | -45.4% | +51.7% | +1.8% |
| All | +63.6% | -49.8% | +113.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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