+32.6%
HD vs TE
-20.5%
+53.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +2.9% |
| 7D | +3.6% | -10.5% | +14.1% | +3.7% |
| 30D | +21.6% | -32.4% | +54.0% | +22.2% |
| 3M | +0.1% | -60.9% | +61.0% | +1.5% |
| 6M | +13.0% | -62.8% | +75.8% | +13.9% |
| YTD | +4.9% | -65.7% | +70.7% | +5.5% |
| 1Y | -2.1% | -39.9% | +37.8% | -3.1% |
| 3Y | +32.6% | +10.6% | +22.0% | +26.8% |
| All | +32.6% | -20.5% | +53.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling