+25.9%
HD vs M
+100.8%
-74.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.7% | -1.0% |
| 7D | +4.3% | -4.3% | +8.6% | +5.2% |
| 30D | +20.2% | +1.3% | +18.9% | +20.0% |
| 3M | -1.0% | -7.4% | +6.4% | +0.2% |
| 6M | +7.9% | +18.3% | -10.4% | +4.7% |
| YTD | +2.0% | +7.6% | -5.6% | +0.1% |
| 1Y | -4.3% | +17.4% | -21.7% | -7.4% |
| 3Y | +25.9% | +108.4% | -82.4% | +5.9% |
| All | +25.9% | +100.8% | -74.9% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling