+8.2%
HD vs TE
-80.7%
+88.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.0% |
| 7D | +3.6% | -10.5% | +14.1% | +3.9% |
| 30D | +21.6% | -32.4% | +54.0% | +22.9% |
| 3M | +0.1% | -60.9% | +61.0% | +3.0% |
| 6M | +13.0% | -62.8% | +75.8% | +15.2% |
| YTD | +4.9% | -65.7% | +70.7% | +6.2% |
| 1Y | -2.1% | -39.9% | +37.8% | -3.9% |
| 3Y | +32.6% | +10.6% | +22.0% | +18.8% |
| 5Y | +8.2% | -79.7% | +87.9% | +7.1% |
| All | +8.2% | -80.7% | +88.9% | +7.1% |
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