+83.5%
HD vs TE
-79.9%
+163.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | -0.6% |
| 7D | -0.5% | -13.6% | +13.1% | 0.0% |
| 30D | +18.5% | -37.7% | +56.1% | +20.1% |
| 3M | +2.2% | -59.8% | +61.9% | +5.0% |
| 6M | +13.8% | -66.3% | +80.2% | +16.4% |
| YTD | +3.4% | -70.5% | +73.9% | +5.2% |
| 1Y | -3.5% | -48.8% | +45.3% | -4.6% |
| 3Y | +29.0% | +31.3% | -2.3% | +13.9% |
| 5Y | +6.1% | -82.0% | +88.1% | +5.1% |
| All | +83.5% | -79.9% | +163.3% | +97.9% |
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