-2.6%
HD vs TE
-49.5%
+47.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.7% |
| 7D | +5.2% | -26.9% | +32.1% | +5.2% |
| 30D | +20.7% | -38.9% | +59.7% | +20.9% |
| 3M | +0.8% | -61.0% | +61.8% | +1.1% |
| 6M | +12.2% | -66.4% | +78.6% | +12.0% |
| YTD | +4.2% | -69.0% | +73.2% | +3.9% |
| 1Y | -2.6% | -54.0% | +51.4% | -4.2% |
| All | -2.6% | -49.5% | +47.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling