+245.3%
HD vs M
-5.1%
+250.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | +20.9% | +8.1% | +12.8% | +19.2% |
| 3M | -0.2% | +2.2% | -2.4% | -0.7% |
| 6M | +14.5% | +35.1% | -20.6% | +8.4% |
| YTD | +4.3% | +15.8% | -11.5% | +1.0% |
| 1Y | -3.5% | +25.8% | -29.3% | -7.9% |
| 3Y | +30.1% | +156.2% | -126.1% | +5.7% |
| 5Y | +8.5% | -2.4% | +10.8% | -0.6% |
| 10Y | +245.3% | -7.1% | +252.4% | +186.4% |
| All | +245.3% | -5.1% | +250.4% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling