+7.4%
HD vs TE
-41.1%
+48.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -2.6% |
| 7D | -1.2% | +18.2% | -19.4% | -1.8% |
| 30D | -11.1% | -13.5% | +2.4% | -10.8% |
| 3M | +2.0% | -44.6% | +46.6% | +3.6% |
| 6M | -10.5% | -24.7% | +14.3% | -11.0% |
| YTD | -6.9% | -24.3% | +17.4% | -8.0% |
| 1Y | -23.2% | +155.6% | -178.7% | -29.7% |
| 3Y | +3.1% | -18.3% | +21.3% | -0.9% |
| 5Y | +7.4% | -41.3% | +48.7% | -0.7% |
| All | +7.4% | -41.1% | +48.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling