+69.1%
HD vs TE
-53.0%
+122.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.9% |
| 30D | -8.4% | -15.9% | +7.5% | -7.9% |
| 3M | +4.3% | -60.5% | +64.9% | +7.2% |
| 6M | -11.1% | -35.2% | +24.1% | -11.2% |
| YTD | -4.7% | -31.1% | +26.5% | -5.5% |
| 1Y | -19.8% | +148.6% | -168.5% | -26.3% |
| 3Y | +4.1% | -26.4% | +30.5% | -0.3% |
| 5Y | +10.3% | -48.0% | +58.3% | +5.9% |
| All | +69.1% | -53.0% | +122.1% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling